Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2324690.4365 | 2222732.7632 | 101957.6733 | 2555028.7808 | -232983.5737 | 2788012.3545 |
Total P&L (%) | 2324.6904 | 2222.7328 | 101.9577 | 2555.0288 | -232.9836 | 2788.0124 |
Avg Daily Profit (%) | 1.0015 | 0.9576 | 0.0439 | 0.1414 | 0 | 0.145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118296 | -111276 | -57033 | -3580170 | -3015310 | -1280038 |
Profit Factor | 4.8049 | 7.2441 | 1.3998 | 1.2315 | 0.9707 | 1.9005 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 36.5079 | 31.25 | 41.9355 | 36.5079 | 31.25 | 41.9355 |
Ratio Avg Win / Avg Loss | 8.3563 | 15.937 | 1.9382 | 2.1418 | 2.1354 | 2.6314 |
Largest Winning Trade | 1818072 | 1818072 | 78323 | 1997507 | 1997507 | 1619977 |
Largest Losing Trade | -56480 | -35256 | -56480 | -1089780 | -1089780 | -480583 |
Avg Bars in Trades | 137 | 121 | 154 | 137 | 121 | 154 |
Avg Bars in Winners | 234 | 231 | 236 | 234 | 231 | 236 |
Avg Bars in Losers | 81 | 71 | 95 | 81 | 71 | 95 |
Bars Traded | 8661 | 3878 | 4783 | 8661 | 3878 | 4783 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135531 | 522251 | -135612 | -159654 | -585324 | 49044 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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