Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2239093.4941 | 2105512.6896 | 133580.8045 | 4613035.0689 | 2049776.9627 | 2563258.1062 |
Total P&L (%) | 2239.0935 | 2105.5127 | 133.5808 | 4613.0351 | 2049.777 | 2563.2581 |
Avg Daily Profit (%) | 0.9693 | 0.9115 | 0.0578 | 0.1669 | 0.1329 | 0.1422 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120855 | -94507 | -152667 | -5312423 | -3806704 | -1885717 |
Profit Factor | 4.8568 | 7.3342 | 1.5383 | 1.3261 | 1.2328 | 1.4799 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 36.0656 | 29.0323 | 43.3333 | 36.0656 | 29.0323 | 43.3333 |
Ratio Avg Win / Avg Loss | 8.6097 | 17.9281 | 2.0116 | 2.3509 | 3.0136 | 1.9352 |
Largest Winning Trade | 1799358 | 1799358 | 79044 | 3089425 | 2574783 | 3089425 |
Largest Losing Trade | -38081 | -35224 | -38081 | -1200010 | -1200010 | -1095439 |
Avg Bars in Trades | 104 | 86 | 123 | 104 | 86 | 123 |
Avg Bars in Winners | 220 | 207 | 229 | 220 | 207 | 229 |
Avg Bars in Losers | 39 | 36 | 41 | 39 | 36 | 41 |
Bars Traded | 6374 | 2674 | 3700 | 6374 | 2674 | 3700 |
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 | -150693 | 349490 | -115692 | -162586 | -26488 | -3155 |
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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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