Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1250637.199 | 1087878.6874 | 162758.5116 | 6796724.173 | 5118217.2167 | 1678506.9563 |
Total P&L (%) | 1250.6372 | 1087.8787 | 162.7585 | 6796.7242 | 5118.2172 | 1678.507 |
Avg Daily Profit (%) | 0.5391 | 0.4689 | 0.0702 | 0.1827 | 0.1706 | 0.1241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91679 | -128400 | -74480 | -13772254 | -12329719 | -10497115 |
Profit Factor | 2.7442 | 4.0891 | 1.4461 | 1.1414 | 1.1984 | 1.0754 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 56.1404 | 56.1404 | 56.1404 | 56.1404 | 56.1404 | 56.1404 |
Ratio Avg Win / Avg Loss | 2.1439 | 3.1946 | 1.1298 | 0.8917 | 0.9362 | 0.8401 |
Largest Winning Trade | 378209 | 378209 | 61520 | 8429477 | 8429477 | 4540872 |
Largest Losing Trade | -68456 | -68456 | -59598 | -8888124 | -8161401 | -8888124 |
Avg Bars in Trades | 55 | 64 | 46 | 55 | 64 | 46 |
Avg Bars in Winners | 65 | 65 | 65 | 65 | 65 | 65 |
Avg Bars in Losers | 42 | 62 | 22 | 42 | 62 | 22 |
Bars Traded | 6324 | 3664 | 2659 | 6324 | 3664 | 2659 |
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 | 621756 | -161796 | -277548 | -57671 | -175427 | -345414 |
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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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