Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1409546.2491 | 1174768.5255 | 234777.7236 | 7552405.2014 | 2392374.532 | 5160030.6694 |
Total P&L (%) | 1409.5462 | 1174.7685 | 234.7777 | 7552.4052 | 2392.3745 | 5160.0307 |
Avg Daily Profit (%) | 0.5927 | 0.4939 | 0.0987 | 0.1825 | 0.1353 | 0.1668 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86347 | -54770 | -52612 | -10799418 | -8697416 | -7725219 |
Profit Factor | 3.7915 | 5.1116 | 2.0709 | 1.1888 | 1.1199 | 1.2574 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 50.8197 | 45.1613 | 56.6667 | 50.8197 | 45.1613 | 56.6667 |
Ratio Avg Win / Avg Loss | 3.6691 | 6.207 | 1.5836 | 1.1505 | 1.3599 | 0.9615 |
Largest Winning Trade | 794799 | 794799 | 67518 | 5988477 | 5317533 | 5988477 |
Largest Losing Trade | -40200 | -34797 | -40200 | -5319361 | -2618536 | -5319361 |
Avg Bars in Trades | 113 | 89 | 138 | 113 | 89 | 138 |
Avg Bars in Winners | 180 | 145 | 209 | 180 | 145 | 209 |
Avg Bars in Losers | 45 | 44 | 46 | 45 | 44 | 46 |
Bars Traded | 6952 | 2786 | 4166 | 6952 | 2786 | 4166 |
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 | -147591 | 594189 | -56432 | -170820 | -102495 | 242168 |
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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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