Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2192923.633 | 2056083.6165 | 136840.0165 | 5299357.3181 | 505526.1853 | 4793831.1327 |
Total P&L (%) | 2192.9236 | 2056.0836 | 136.84 | 5299.3573 | 505.5262 | 4793.8311 |
Avg Daily Profit (%) | 0.9456 | 0.8866 | 0.059 | 0.1722 | 0.0777 | 0.1679 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84165 | -92320 | -79528 | -9583732 | -9115607 | -5240693 |
Profit Factor | 5.0592 | 7.5005 | 1.611 | 1.2021 | 1.0303 | 1.5021 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 26 | 9 | 17 | 26 | 9 | 17 |
Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Profitability (%) | 42.623 | 29.0323 | 56.6667 | 42.623 | 29.0323 | 56.6667 |
Ratio Avg Win / Avg Loss | 6.8104 | 18.3345 | 1.232 | 1.6182 | 2.5185 | 1.1487 |
Largest Winning Trade | 1703918 | 1703918 | 82271 | 4935995 | 4935995 | 4313491 |
Largest Losing Trade | -40620 | -28112 | -40620 | -2888794 | -2715332 | -2888794 |
Avg Bars in Trades | 105 | 90 | 120 | 105 | 90 | 120 |
Avg Bars in Winners | 184 | 209 | 170 | 184 | 209 | 170 |
Avg Bars in Losers | 47 | 42 | 55 | 47 | 42 | 55 |
Bars Traded | 6437 | 2810 | 3627 | 6437 | 2810 | 3627 |
Profit Streak | 0 | 0 | 53.1947 | 0 | 0 | 53.1947 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148015 | 348713 | -110810 | -160750 | -286959 | 376638 |
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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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