Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2827873.9995 | 2700913.5441 | 126960.4554 | 4802301.3225 | 4770145.3806 | 32155.9419 |
Total P&L (%) | 2827.874 | 2700.9135 | 126.9605 | 4802.3013 | 4770.1454 | 32.1559 |
Avg Daily Profit (%) | 1.2223 | 1.1675 | 0.0549 | 0.1684 | 0.1681 | 0.0121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121382 | -167049 | -62144 | -24188343 | -28923897 | -16176373 |
Profit Factor | 5.5661 | 8.7832 | 1.4663 | 1.064 | 1.1098 | 1.001 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 40.625 | 37.5 | 43.75 | 40.625 | 37.5 | 43.75 |
Ratio Avg Win / Avg Loss | 8.1351 | 14.6387 | 1.8852 | 1.5551 | 1.8497 | 1.287 |
Largest Winning Trade | 2413527 | 2413527 | 59703 | 13534099 | 13534099 | 8801347 |
Largest Losing Trade | -51730 | -51730 | -47798 | -13670687 | -12236601 | -13670687 |
Avg Bars in Trades | 68 | 77 | 58 | 68 | 77 | 58 |
Avg Bars in Winners | 99 | 106 | 93 | 99 | 106 | 93 |
Avg Bars in Losers | 47 | 60 | 32 | 47 | 60 | 32 |
Bars Traded | 4364 | 2484 | 1880 | 4364 | 2484 | 1880 |
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 | -125680 | 616310 | -119887 | -288689 | -95765 | -401527 |
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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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