Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1521462.4654 | 1333427.9464 | 188034.519 | 4312209.1286 | -9585673.7988 | 13897882.9274 |
Total P&L (%) | 1521.4625 | 1333.4279 | 188.0345 | 4312.2091 | -9585.6738 | 13897.8829 |
Avg Daily Profit (%) | 0.6375 | 0.5587 | 0.0788 | 0.1588 | 0 | 0.2073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203239 | -101078 | -152878 | -71943844 | -50962031 | -42990160 |
Profit Factor | 3.6594 | 6.5568 | 1.5661 | 1.0386 | 0.8419 | 1.2717 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 45.9016 | 41.9355 | 50 | 45.9016 | 41.9355 | 50 |
Ratio Avg Win / Avg Loss | 4.3129 | 9.0786 | 1.5661 | 1.224 | 1.1657 | 1.2717 |
Largest Winning Trade | 721669 | 721669 | 77860 | 33876980 | 33876980 | 30789348 |
Largest Losing Trade | -79889 | -36889 | -79889 | -21991093 | -21991093 | -18641442 |
Avg Bars in Trades | 150 | 129 | 172 | 150 | 129 | 172 |
Avg Bars in Winners | 239 | 217 | 259 | 239 | 217 | 259 |
Avg Bars in Losers | 74 | 66 | 85 | 74 | 66 | 85 |
Bars Traded | 9187 | 4023 | 5164 | 9187 | 4023 | 5164 |
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 | -149005 | 592398 | -84988 | -338002 | -582287 | 286668 |
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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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