Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1436441.1717 | 1241386.6049 | 195054.5668 | 2885048.5626 | -3447937.7531 | 6332986.3157 |
Total P&L (%) | 1436.4412 | 1241.3866 | 195.0546 | 2885.0486 | -3447.9378 | 6332.9863 |
Avg Daily Profit (%) | 0.6109 | 0.5279 | 0.0829 | 0.1445 | 0 | 0.1772 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96270 | -114745 | -75375 | -7428516 | -8555749 | -1973190 |
Profit Factor | 4.0262 | 5.6068 | 1.9505 | 1.1835 | 0.6914 | 2.3935 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 38.1579 | 31.5789 | 44.7368 | 38.1579 | 31.5789 | 44.7368 |
Ratio Avg Win / Avg Loss | 6.5252 | 12.148 | 2.4095 | 1.9181 | 1.4981 | 2.9567 |
Largest Winning Trade | 1172179 | 1172179 | 63010 | 2995021 | 2995021 | 2304938 |
Largest Losing Trade | -52284 | -28506 | -52284 | -2968528 | -2968528 | -744886 |
Avg Bars in Trades | 121 | 105 | 138 | 121 | 105 | 138 |
Avg Bars in Winners | 220 | 201 | 233 | 220 | 201 | 233 |
Avg Bars in Losers | 61 | 60 | 62 | 61 | 60 | 62 |
Bars Traded | 9269 | 3990 | 5279 | 9269 | 3990 | 5279 |
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 | -39752 | 429466 | -80536 | -75588 | -586262 | 373285 |
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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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