Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1847806.0256 | 1658428.4984 | 189377.5273 | 13154803.3207 | 3785351.8208 | 9369451.4999 |
Total P&L (%) | 1847.806 | 1658.4285 | 189.3775 | 13154.8033 | 3785.3518 | 9369.4515 |
Avg Daily Profit (%) | 0.9955 | 0.8934 | 0.102 | 0.2636 | 0.1974 | 0.2455 |
Buy And Hold Return (%) | 90.5535 | 90.5535 | 90.5535 | 90.5535 | 90.5535 | 90.5535 |
Max Trade Drawdown | -65160 | -67619 | -39385 | -5336742 | -4454931 | -3328919 |
Profit Factor | 7.3992 | 11.7589 | 2.4069 | 1.6238 | 1.3386 | 1.9456 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 47.9452 | 43.2432 | 52.7778 | 47.9452 | 43.2432 | 52.7778 |
Ratio Avg Win / Avg Loss | 8.0335 | 15.4335 | 2.1535 | 1.763 | 1.7569 | 1.7408 |
Largest Winning Trade | 1437654 | 1437654 | 61480 | 4755780 | 4755780 | 4707324 |
Largest Losing Trade | -39385 | -19367 | -39385 | -3328919 | -2462784 | -3328919 |
Avg Bars in Trades | 95 | 78 | 112 | 95 | 78 | 112 |
Avg Bars in Winners | 151 | 136 | 163 | 151 | 136 | 163 |
Avg Bars in Losers | 44 | 34 | 55 | 44 | 34 | 55 |
Bars Traded | 6963 | 2899 | 4063 | 6963 | 2899 | 4063 |
Profit Streak | 124.7947 | 124.7947 | 327.5447 | 124.7947 | 124.7947 | 327.5447 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54253 | 709895 | -57147 | -64462 | 266042 | 484039 |
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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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