Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2365048.5301 | 2252287.127 | 112761.4031 | 943124.6058 | 3130.6951 | 939993.9107 |
Total P&L (%) | 2365.0485 | 2252.2871 | 112.7614 | 943.1246 | 3.1307 | 939.9939 |
Avg Daily Profit (%) | 0.9771 | 0.9305 | 0.0466 | 0.0969 | 0.0013 | 0.0968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73112 | -88256 | -41409 | -2432755 | -1956360 | -1436402 |
Profit Factor | 7.3893 | 9.5642 | 2.0522 | 1.1475 | 1.0008 | 1.3839 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 57.377 | 46.6667 | 67.7419 | 57.377 | 46.6667 | 67.7419 |
Ratio Avg Win / Avg Loss | 5.4892 | 10.9305 | 0.9772 | 0.8524 | 1.1438 | 0.659 |
Largest Winning Trade | 2364631 | 2364631 | 28321 | 1666819 | 1666819 | 559802 |
Largest Losing Trade | -41409 | -31967 | -41409 | -1436402 | -719076 | -1436402 |
Avg Bars in Trades | 142 | 261 | 27 | 142 | 261 | 27 |
Avg Bars in Winners | 165 | 371 | 27 | 165 | 371 | 27 |
Avg Bars in Losers | 112 | 165 | 27 | 112 | 165 | 27 |
Bars Traded | 8695 | 7851 | 844 | 8695 | 7851 | 844 |
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 | -143195 | 736693 | -127030 | -288119 | -577883 | -61861 |
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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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