Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1942037.0741 | 1707311.4369 | 234725.6372 | 25459806.2692 | -672129.1714 | 26131935.4405 |
Total P&L (%) | 1942.0371 | 1707.3114 | 234.7256 | 25459.8063 | -672.1292 | 26131.9354 |
Avg Daily Profit (%) | 0.8378 | 0.7365 | 0.1013 | 0.2394 | 0 | 0.2406 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94468 | -100579 | -74307 | -37109948 | -39315587 | -32467150 |
Profit Factor | 5.1929 | 8.8218 | 1.9585 | 1.2115 | 0.9896 | 1.469 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 50.7463 | 41.1765 | 60.6061 | 50.7463 | 41.1765 | 60.6061 |
Ratio Avg Win / Avg Loss | 5.0402 | 12.6026 | 1.273 | 1.1759 | 1.4137 | 0.9549 |
Largest Winning Trade | 1297625 | 1297625 | 83035 | 19730866 | 16495552 | 19730866 |
Largest Losing Trade | -60528 | -34655 | -60528 | -27498426 | -15485073 | -27498426 |
Avg Bars in Trades | 99 | 87 | 111 | 99 | 87 | 111 |
Avg Bars in Winners | 130 | 111 | 143 | 130 | 111 | 143 |
Avg Bars in Losers | 67 | 70 | 62 | 67 | 70 | 62 |
Bars Traded | 6666 | 2980 | 3686 | 6666 | 2980 | 3686 |
Profit Streak | 0 | 0 | 76.3307 | 0 | 0 | 76.3307 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99767 | 637318 | -52866 | -112984 | -582559 | 365372 |
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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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