Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1577013.7193 | 1405869.6205 | 171144.0988 | 3741204.5049 | 4662821.3473 | -921616.8424 |
Total P&L (%) | 1577.0137 | 1405.8696 | 171.1441 | 3741.2045 | 4662.8213 | -921.6168 |
Avg Daily Profit (%) | 0.6641 | 0.592 | 0.0721 | 0.1537 | 0.1628 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112040 | -75539 | -57232 | -8621911 | -6132166 | -6670856 |
Profit Factor | 3.3604 | 4.9569 | 1.5471 | 1.1173 | 1.2731 | 0.9378 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 40.5405 | 35.1351 | 45.9459 | 40.5405 | 35.1351 | 45.9459 |
Ratio Avg Win / Avg Loss | 4.9286 | 9.1512 | 1.8201 | 1.6388 | 2.3503 | 1.1032 |
Largest Winning Trade | 939571 | 939571 | 66957 | 6297542 | 6297542 | 2494414 |
Largest Losing Trade | -42529 | -42529 | -32555 | -3075092 | -3075092 | -2601846 |
Avg Bars in Trades | 189 | 160 | 218 | 189 | 160 | 218 |
Avg Bars in Winners | 358 | 324 | 383 | 358 | 324 | 383 |
Avg Bars in Losers | 75 | 72 | 78 | 75 | 72 | 78 |
Bars Traded | 14049 | 5953 | 8096 | 14049 | 5953 | 8096 |
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 | -54026 | 481539 | -95584 | -155148 | 107104 | -580682 |
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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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