Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1476495.4666 | 1232415.4429 | 244080.0237 | 15569180.6845 | 13101802.3945 | 2467378.29 |
Total P&L (%) | 1476.4955 | 1232.4154 | 244.08 | 15569.1807 | 13101.8024 | 2467.3783 |
Avg Daily Profit (%) | 0.618 | 0.5159 | 0.1022 | 0.2118 | 0.2046 | 0.1359 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123782 | -73259 | -70209 | -56383358 | -28138140 | -32597656 |
Profit Factor | 3.9689 | 6.3972 | 1.9074 | 1.1193 | 1.2203 | 1.0348 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 42.029 | 40 | 44.1176 | 42.029 | 40 | 44.1176 |
Ratio Avg Win / Avg Loss | 5.4743 | 9.5957 | 2.4161 | 1.5439 | 1.8304 | 1.3107 |
Largest Winning Trade | 728629 | 728629 | 69041 | 23464086 | 22716502 | 23464086 |
Largest Losing Trade | -39836 | -26035 | -39836 | -15506065 | -7070293 | -15506065 |
Avg Bars in Trades | 133 | 96 | 171 | 133 | 96 | 171 |
Avg Bars in Winners | 268 | 185 | 347 | 268 | 185 | 347 |
Avg Bars in Losers | 35 | 37 | 33 | 35 | 37 | 33 |
Bars Traded | 9219 | 3381 | 5838 | 9219 | 3381 | 5838 |
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 | -90727 | 553220 | -55265 | -189383 | 175907 | -195729 |
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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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