Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1583666.2022 | 1416842.1376 | 166824.0647 | 4014743.781 | -18243092.6872 | 22257836.4682 |
Total P&L (%) | 1583.6662 | 1416.8421 | 166.8241 | 4014.7438 | -18243.0927 | 22257.8365 |
Avg Daily Profit (%) | 0.6624 | 0.5927 | 0.0698 | 0.1556 | 0 | 0.2265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198793 | -89499 | -141692 | -99740555 | -66397707 | -54284843 |
Profit Factor | 3.6407 | 6.9096 | 1.4635 | 1.0252 | 0.7942 | 1.3162 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 46.9697 | 45.4545 | 48.4848 | 46.9697 | 45.4545 | 48.4848 |
Ratio Avg Win / Avg Loss | 4.1105 | 8.2915 | 1.5549 | 1.1575 | 0.953 | 1.3985 |
Largest Winning Trade | 757600 | 757600 | 76360 | 41771270 | 41771270 | 40609950 |
Largest Losing Trade | -74921 | -36340 | -74921 | -33540539 | -33540539 | -27265945 |
Avg Bars in Trades | 105 | 97 | 114 | 105 | 97 | 114 |
Avg Bars in Winners | 161 | 153 | 169 | 161 | 153 | 169 |
Avg Bars in Losers | 55 | 50 | 61 | 55 | 50 | 61 |
Bars Traded | 6968 | 3202 | 3766 | 6968 | 3202 | 3766 |
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 | -111167 | 652665 | -98185 | -315054 | -582570 | 282005 |
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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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