Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1776823.9845 | 1664574.5468 | 112249.4377 | 6616026.8522 | 3649320.667 | 2966706.1851 |
Total P&L (%) | 1776.824 | 1664.5745 | 112.2494 | 6616.0269 | 3649.3207 | 2966.7062 |
Avg Daily Profit (%) | 0.7829 | 0.7334 | 0.0495 | 0.1855 | 0.1598 | 0.1509 |
Buy And Hold Return (%) | 262.6289 | 262.6289 | 262.6289 | 262.6289 | 262.6289 | 262.6289 |
Max Trade Drawdown | -127379 | -84685 | -125315 | -11176290 | -11027270 | -4004656 |
Profit Factor | 4.4555 | 7.1991 | 1.4569 | 1.2319 | 1.2072 | 1.2718 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 46.4789 | 44.4444 | 48.5714 | 46.4789 | 44.4444 | 48.5714 |
Ratio Avg Win / Avg Loss | 5.1306 | 8.9989 | 1.5426 | 1.4186 | 1.509 | 1.3467 |
Largest Winning Trade | 1219683 | 1219683 | 49921 | 9531819 | 9531819 | 2941090 |
Largest Losing Trade | -38162 | -26421 | -38162 | -4376215 | -4376215 | -2543766 |
Avg Bars in Trades | 90 | 82 | 99 | 90 | 82 | 99 |
Avg Bars in Winners | 143 | 131 | 154 | 143 | 131 | 154 |
Avg Bars in Losers | 45 | 42 | 48 | 45 | 42 | 48 |
Bars Traded | 6446 | 2952 | 3494 | 6446 | 2952 | 3494 |
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 | -72388 | 666760 | -291054 | -85065 | 221733 | 250736 |
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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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