Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2592771.89 | 2436080.3574 | 156691.5327 | 9518242.0996 | 2282533.7548 | 7235708.3448 |
Total P&L (%) | 2592.7719 | 2436.0804 | 156.6915 | 9518.2421 | 2282.5338 | 7235.7083 |
Avg Daily Profit (%) | 1.1229 | 1.055 | 0.0679 | 0.198 | 0.1374 | 0.1862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105034 | -82210 | -93963 | -13186043 | -10475808 | -4657461 |
Profit Factor | 5.5051 | 8.1069 | 1.6732 | 1.2958 | 1.1047 | 1.6975 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 23 | 8 | 15 | 23 | 8 | 15 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 37.7049 | 25.8065 | 50 | 37.7049 | 25.8065 | 50 |
Ratio Avg Win / Avg Loss | 9.0953 | 23.3073 | 1.6732 | 2.1409 | 3.176 | 1.6975 |
Largest Winning Trade | 1949337 | 1949337 | 79459 | 6733966 | 6733966 | 6157999 |
Largest Losing Trade | -37320 | -37320 | -29928 | -4087996 | -4087996 | -1754447 |
Avg Bars in Trades | 105 | 94 | 117 | 105 | 94 | 117 |
Avg Bars in Winners | 196 | 225 | 181 | 196 | 225 | 181 |
Avg Bars in Losers | 50 | 48 | 53 | 50 | 48 | 53 |
Bars Traded | 6439 | 2914 | 3525 | 6439 | 2914 | 3525 |
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 | -149447 | -4384 | -99202 | -161869 | -139715 | 399192 |
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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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