Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1532970.0956 | 1384752.1329 | 148217.9627 | 10120473.071 | 4444929.7018 | 5675543.3692 |
Total P&L (%) | 1532.9701 | 1384.7521 | 148.218 | 10120.4731 | 4444.9297 | 5675.5434 |
Avg Daily Profit (%) | 0.8156 | 0.7368 | 0.0789 | 0.2465 | 0.2033 | 0.216 |
Buy And Hold Return (%) | 176.2853 | 176.2853 | 176.2853 | 176.2853 | 176.2853 | 176.2853 |
Max Trade Drawdown | -57357 | -73769 | -39159 | -6296690 | -4772376 | -3581442 |
Profit Factor | 4.8639 | 6.9642 | 1.9007 | 1.3421 | 1.251 | 1.478 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 44.5946 | 37.8378 | 51.3514 | 44.5946 | 37.8378 | 51.3514 |
Ratio Avg Win / Avg Loss | 6.043 | 11.4412 | 1.8006 | 1.6675 | 2.0553 | 1.4002 |
Largest Winning Trade | 1009066 | 1009066 | 60842 | 4630188 | 4630188 | 3111731 |
Largest Losing Trade | -25161 | -25161 | -20105 | -2332184 | -1984369 | -2332184 |
Avg Bars in Trades | 149 | 138 | 160 | 149 | 138 | 160 |
Avg Bars in Winners | 235 | 235 | 234 | 235 | 235 | 234 |
Avg Bars in Losers | 80 | 78 | 82 | 80 | 78 | 82 |
Bars Traded | 11058 | 5110 | 5947 | 11058 | 5110 | 5947 |
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 | -50005 | 591462 | -249648 | -60992 | 152537 | 342966 |
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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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