Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2032217.787 | 1771313.5406 | 260904.2464 | 18529891.1463 | 6190402.8698 | 12339488.2765 |
Total P&L (%) | 2032.2178 | 1771.3135 | 260.9042 | 18529.8911 | 6190.4029 | 12339.4883 |
Avg Daily Profit (%) | 0.876 | 0.7635 | 0.1125 | 0.2256 | 0.1787 | 0.2081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119071 | -87328 | -120841 | -10255535 | -8602773 | -6300696 |
Profit Factor | 4.1454 | 6.0052 | 1.8929 | 1.3745 | 1.1989 | 1.6727 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 53.4884 | 49.2308 | 57.8125 | 53.4884 | 49.2308 | 57.8125 |
Ratio Avg Win / Avg Loss | 3.6047 | 6.1929 | 1.3813 | 1.1952 | 1.2363 | 1.2206 |
Largest Winning Trade | 1461866 | 1461866 | 80306 | 7347105 | 7347105 | 6074653 |
Largest Losing Trade | -64534 | -29127 | -64534 | -4373520 | -4373520 | -2403100 |
Avg Bars in Trades | 53 | 38 | 67 | 53 | 38 | 67 |
Avg Bars in Winners | 72 | 57 | 84 | 72 | 57 | 84 |
Avg Bars in Losers | 31 | 20 | 44 | 31 | 20 | 44 |
Bars Traded | 6855 | 2518 | 4337 | 6855 | 2518 | 4337 |
Profit Streak | 0 | 0 | 56.3839 | 0 | 0 | 56.3839 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 762994 | -110597 | -177023 | 345232 | -125910 | -126479 |
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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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