Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3497129.7682 | 3315378.0983 | 181751.6699 | 9657005.4584 | 4403772.265 | 5253233.1934 |
Total P&L (%) | 3497.1298 | 3315.3781 | 181.7517 | 9657.0055 | 4403.7723 | 5253.2332 |
Avg Daily Profit (%) | 1.5087 | 1.4303 | 0.0784 | 0.1978 | 0.1644 | 0.1719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84839 | -139331 | -87990 | -9267953 | -9342783 | -7484346 |
Profit Factor | 7.3374 | 10.5337 | 1.8906 | 1.2547 | 1.1874 | 1.3646 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 41.3793 | 34.4828 | 48.2759 | 41.3793 | 34.4828 | 48.2759 |
Ratio Avg Win / Avg Loss | 10.3947 | 20.014 | 2.0257 | 1.7775 | 2.256 | 1.4621 |
Largest Winning Trade | 2911345 | 2911345 | 59448 | 7313110 | 7313110 | 4898615 |
Largest Losing Trade | -79608 | -79608 | -42477 | -5420700 | -5420700 | -3951131 |
Avg Bars in Trades | 75 | 93 | 56 | 75 | 93 | 56 |
Avg Bars in Winners | 119 | 147 | 100 | 119 | 147 | 100 |
Avg Bars in Losers | 43 | 65 | 16 | 43 | 65 | 16 |
Bars Traded | 4373 | 2723 | 1650 | 4373 | 2723 | 1650 |
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 | -160542 | 581464 | -85397 | -173915 | -11669 | 271815 |
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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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