Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2480349.6259 | 2327128.4878 | 153221.1381 | 9718559.9945 | -990073.1651 | 10708633.1596 |
Total P&L (%) | 2480.3496 | 2327.1285 | 153.2211 | 9718.56 | -990.0732 | 10708.6332 |
Avg Daily Profit (%) | 1.1158 | 1.0468 | 0.0689 | 0.2065 | 0 | 0.2109 |
Buy And Hold Return (%) | 246.6293 | 246.6293 | 246.6293 | 246.6293 | 246.6293 | 246.6293 |
Max Trade Drawdown | -89422 | -56586 | -78155 | -14506955 | -12240047 | -8544204 |
Profit Factor | 5.4591 | 9.6667 | 1.5325 | 1.1645 | 0.9725 | 1.4638 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Profitability (%) | 52 | 59.4595 | 44.7368 | 52 | 59.4595 | 44.7368 |
Ratio Avg Win / Avg Loss | 5.0392 | 6.591 | 1.8931 | 1.0749 | 0.6631 | 1.8083 |
Largest Winning Trade | 2122023 | 2122023 | 46116 | 7923037 | 7923037 | 4575046 |
Largest Losing Trade | -47436 | -47436 | -38008 | -7356862 | -7356862 | -3627583 |
Avg Bars in Trades | 114 | 132 | 96 | 114 | 132 | 96 |
Avg Bars in Winners | 151 | 160 | 139 | 151 | 160 | 139 |
Avg Bars in Losers | 75 | 92 | 62 | 75 | 92 | 62 |
Bars Traded | 8593 | 4913 | 3680 | 8593 | 4913 | 3680 |
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 | -39446 | 833047 | -266101 | -92534 | -579546 | 298553 |
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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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