Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1418227.9741 | 1308668.8044 | 109559.1696 | 4656755.3755 | 1412996.598 | 3243758.7775 |
Total P&L (%) | 1418.228 | 1308.6688 | 109.5592 | 4656.7554 | 1412.9966 | 3243.7588 |
Avg Daily Profit (%) | 0.7539 | 0.6957 | 0.0582 | 0.2055 | 0.1445 | 0.1867 |
Buy And Hold Return (%) | 269.3986 | 269.3986 | 269.3986 | 269.3986 | 269.3986 | 269.3986 |
Max Trade Drawdown | -107482 | -83434 | -61423 | -6604286 | -4740989 | -3098303 |
Profit Factor | 4.3697 | 6.846 | 1.5561 | 1.2272 | 1.1176 | 1.3824 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 39.1892 | 35.1351 | 43.2432 | 39.1892 | 35.1351 | 43.2432 |
Ratio Avg Win / Avg Loss | 6.7806 | 12.6388 | 2.0423 | 1.9042 | 2.0632 | 1.8144 |
Largest Winning Trade | 951018 | 951018 | 64015 | 4604634 | 4604634 | 2119057 |
Largest Losing Trade | -25636 | -21642 | -25636 | -1584697 | -1584697 | -1162786 |
Avg Bars in Trades | 149 | 139 | 159 | 149 | 139 | 159 |
Avg Bars in Winners | 251 | 217 | 278 | 251 | 217 | 278 |
Avg Bars in Losers | 84 | 97 | 69 | 84 | 97 | 69 |
Bars Traded | 11075 | 5159 | 5916 | 11075 | 5159 | 5916 |
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 | -54034 | 488427 | -280793 | -64147 | -96711 | 252025 |
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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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