Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1470877.1323 | 1300784.3943 | 170092.7379 | 2076659.5307 | -2728558.9018 | 4805218.4325 |
Total P&L (%) | 1470.8771 | 1300.7844 | 170.0927 | 2076.6595 | -2728.5589 | 4805.2184 |
Avg Daily Profit (%) | 0.6222 | 0.5502 | 0.0719 | 0.1304 | 0 | 0.1648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91333 | -82465 | -89669 | -5039305 | -5982375 | -1734807 |
Profit Factor | 3.94 | 6.2151 | 1.678 | 1.1398 | 0.7193 | 1.9364 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 45.1613 | 38.7097 | 51.6129 | 45.1613 | 38.7097 | 51.6129 |
Ratio Avg Win / Avg Loss | 4.7843 | 9.8406 | 1.5731 | 1.3841 | 1.1388 | 1.8153 |
Largest Winning Trade | 1220736 | 1220736 | 59267 | 2156586 | 1483483 | 2156586 |
Largest Losing Trade | -46104 | -34297 | -46104 | -2332002 | -2332002 | -1196442 |
Avg Bars in Trades | 221 | 218 | 225 | 221 | 218 | 225 |
Avg Bars in Winners | 322 | 293 | 343 | 322 | 293 | 343 |
Avg Bars in Losers | 139 | 170 | 99 | 139 | 170 | 99 |
Bars Traded | 13748 | 6763 | 6985 | 13748 | 6763 | 6985 |
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 | -141718 | 544630 | -93530 | -245645 | -583541 | 417001 |
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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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