Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1823504.2086 | 1811443.1906 | 12061.018 | 1143455.6933 | 3271232.4692 | -2127776.7759 |
Total P&L (%) | 1823.5042 | 1811.4432 | 12.061 | 1143.4557 | 3271.2325 | -2127.7768 |
Avg Daily Profit (%) | 0.7901 | 0.7849 | 0.0052 | 0.1093 | 0.1525 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135209 | -55162 | -130006 | -3147317 | -965891 | -2655398 |
Profit Factor | 4.9024 | 10.4823 | 1.0437 | 1.1386 | 2.0878 | 0.5943 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 35.0877 | 41.3793 | 28.5714 | 35.0877 | 41.3793 | 28.5714 |
Ratio Avg Win / Avg Loss | 9.0694 | 14.8499 | 2.6092 | 2.1063 | 2.9578 | 1.4859 |
Largest Winning Trade | 1698658 | 1698658 | 93749 | 2766434 | 2766434 | 1307886 |
Largest Losing Trade | -40563 | -28016 | -40563 | -1297342 | -494280 | -1297342 |
Avg Bars in Trades | 69 | 37 | 103 | 69 | 37 | 103 |
Avg Bars in Winners | 167 | 76 | 304 | 167 | 76 | 304 |
Avg Bars in Losers | 17 | 10 | 22 | 17 | 10 | 22 |
Bars Traded | 3987 | 1096 | 2891 | 3987 | 1096 | 2891 |
Profit Streak | 0 | 0 | 266.0675 | 0 | 0 | 266.0675 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164772 | 653659 | -493045 | -299276 | 294992 | -613270 |
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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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