Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1530296.0515 | 1383181.0079 | 147115.0436 | 2460063.221 | 44366.2355 | 2415696.9855 |
Total P&L (%) | 1530.2961 | 1383.181 | 147.115 | 2460.0632 | 44.3662 | 2415.697 |
Avg Daily Profit (%) | 0.6419 | 0.5802 | 0.0617 | 0.1361 | 0.0154 | 0.1354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202363 | -87333 | -136975 | -38950765 | -17291417 | -25594341 |
Profit Factor | 3.3134 | 5.7122 | 1.3998 | 1.0366 | 1.0015 | 1.0652 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 39.0625 | 34.375 | 43.75 | 39.0625 | 34.375 | 43.75 |
Ratio Avg Win / Avg Loss | 5.1689 | 10.9051 | 1.7998 | 1.6172 | 1.9119 | 1.3695 |
Largest Winning Trade | 889496 | 889496 | 66689 | 14635348 | 14635348 | 12941983 |
Largest Losing Trade | -60271 | -28656 | -60271 | -13482536 | -9912611 | -13482536 |
Avg Bars in Trades | 146 | 122 | 170 | 146 | 122 | 170 |
Avg Bars in Winners | 276 | 235 | 308 | 276 | 235 | 308 |
Avg Bars in Losers | 62 | 62 | 63 | 62 | 62 | 63 |
Bars Traded | 9361 | 3908 | 5453 | 9361 | 3908 | 5453 |
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 | -129881 | 485846 | -111185 | -338058 | -398005 | -163207 |
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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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