Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971944.1987 | 664098.5712 | 307845.6275 | 16685151.9133 | 6250006.2348 | 10435145.6785 |
Total P&L (%) | 971.9442 | 664.0986 | 307.8456 | 16685.1519 | 6250.0062 | 10435.1457 |
Avg Daily Profit (%) | 0.6573 | 0.4491 | 0.2082 | 0.3471 | 0.2811 | 0.3155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51169 | -64804 | -21941 | -12619409 | -7238995 | -5380413 |
Profit Factor | 4.9788 | 5.3641 | 4.3422 | 1.8166 | 1.5379 | 2.1841 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 44.9275 | 40 | 50 | 44.9275 | 40 | 50 |
Ratio Avg Win / Avg Loss | 6.103 | 8.0461 | 4.3422 | 2.2268 | 2.3068 | 2.1841 |
Largest Winning Trade | 472998 | 472998 | 72581 | 9973591 | 7706436 | 9973591 |
Largest Losing Trade | -19928 | -19928 | -13481 | -3883120 | -3883120 | -2619050 |
Avg Bars in Trades | 123 | 89 | 159 | 123 | 89 | 159 |
Avg Bars in Winners | 219 | 168 | 260 | 219 | 168 | 260 |
Avg Bars in Losers | 46 | 36 | 58 | 46 | 36 | 58 |
Bars Traded | 8542 | 3119 | 5423 | 8542 | 3119 | 5423 |
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 | -88524 | 515893 | 539511 | -95509 | 269318 | 473860 |
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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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