Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928756.1939 | 754426.6474 | 174329.5465 | 16017758.3815 | 9291047.0646 | 6726711.3169 |
Total P&L (%) | 928.7562 | 754.4266 | 174.3295 | 16017.7584 | 9291.0471 | 6726.7113 |
Avg Daily Profit (%) | 0.4697 | 0.3815 | 0.0882 | 0.2573 | 0.23 | 0.2138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73662 | -65929 | -98529 | -10361612 | -11629164 | -14507559 |
Profit Factor | 3.2561 | 5.025 | 1.7774 | 1.3517 | 1.3572 | 1.3445 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 44.7761 | 47.0588 | 42.4242 | 44.7761 | 47.0588 | 42.4242 |
Ratio Avg Win / Avg Loss | 4.0158 | 5.6531 | 2.4122 | 1.6671 | 1.5268 | 1.8247 |
Largest Winning Trade | 244699 | 244699 | 81759 | 8673395 | 7580186 | 8673395 |
Largest Losing Trade | -45345 | -37111 | -45345 | -7155876 | -7155876 | -6057703 |
Avg Bars in Trades | 53 | 45 | 61 | 53 | 45 | 61 |
Avg Bars in Winners | 90 | 71 | 112 | 90 | 71 | 112 |
Avg Bars in Losers | 22 | 22 | 23 | 22 | 22 | 23 |
Bars Traded | 3565 | 1547 | 2018 | 3565 | 1547 | 2018 |
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 | -106742 | 584688 | -74863 | -113270 | 312380 | 239459 |
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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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