Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1773388.5616 | 1584137.6583 | 189250.9033 | 10003584.305 | 4712545.1657 | 5291039.1392 |
Total P&L (%) | 1773.3886 | 1584.1377 | 189.2509 | 10003.5843 | 4712.5452 | 5291.0391 |
Avg Daily Profit (%) | 0.7633 | 0.6818 | 0.0815 | 0.1989 | 0.1669 | 0.1718 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72403 | -80842 | -75694 | -5371779 | -4302598 | -3359679 |
Profit Factor | 4.4296 | 6.6627 | 1.7974 | 1.4223 | 1.3466 | 1.5243 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 49.2063 | 43.75 | 54.8387 | 49.2063 | 43.75 | 54.8387 |
Ratio Avg Win / Avg Loss | 4.5725 | 8.5663 | 1.4802 | 1.4682 | 1.7313 | 1.2553 |
Largest Winning Trade | 1238323 | 1238323 | 80835 | 5332904 | 2904832 | 5332904 |
Largest Losing Trade | -50443 | -39881 | -50443 | -2920863 | -2920863 | -2756118 |
Avg Bars in Trades | 104 | 94 | 116 | 104 | 94 | 116 |
Avg Bars in Winners | 148 | 130 | 162 | 148 | 130 | 162 |
Avg Bars in Losers | 62 | 65 | 59 | 62 | 65 | 59 |
Bars Traded | 6605 | 3008 | 3597 | 6605 | 3008 | 3597 |
Profit Streak | 0 | 0 | 84.1565 | 0 | 0 | 84.1565 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131079 | 655970 | -80753 | -142449 | 243765 | 374267 |
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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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