Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3038206.5901 | 2917841.3568 | 120365.2332 | 2412190.4646 | 7646354.863 | -5234164.3983 |
Total P&L (%) | 3038.2066 | 2917.8414 | 120.3652 | 2412.1905 | 7646.3549 | -5234.1644 |
Avg Daily Profit (%) | 1.3141 | 1.262 | 0.0521 | 0.1395 | 0.1883 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -276905 | -232501 | -87858 | -15200045 | -9720658 | -8855544 |
Profit Factor | 5.5305 | 6.9924 | 1.6553 | 1.0782 | 1.4002 | 0.5541 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 53.5211 | 40 | 66.6667 | 53.5211 | 40 | 66.6667 |
Ratio Avg Win / Avg Loss | 4.8028 | 10.4886 | 0.8276 | 0.9363 | 2.1003 | 0.2771 |
Largest Winning Trade | 2589991 | 2589991 | 48575 | 12211180 | 12211180 | 1665589 |
Largest Losing Trade | -81117 | -81117 | -32214 | -5047698 | -5047698 | -3679270 |
Avg Bars in Trades | 117 | 196 | 40 | 117 | 196 | 40 |
Avg Bars in Winners | 130 | 268 | 49 | 130 | 268 | 49 |
Avg Bars in Losers | 103 | 148 | 23 | 103 | 148 | 23 |
Bars Traded | 8348 | 6886 | 1462 | 8348 | 6886 | 1462 |
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 | -68747 | 655083 | -120876 | -233063 | 210475 | -578619 |
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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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