Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1942807.563 | 1763354.6301 | 179452.9329 | 13505028.3435 | 3904213.6566 | 9600814.6868 |
Total P&L (%) | 1942.8076 | 1763.3546 | 179.4529 | 13505.0283 | 3904.2137 | 9600.8147 |
Avg Daily Profit (%) | 0.8365 | 0.7592 | 0.0773 | 0.2118 | 0.159 | 0.1972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75174 | -107231 | -84698 | -5051485 | -7624450 | -2423779 |
Profit Factor | 4.9307 | 7.7202 | 1.7739 | 1.5169 | 1.2358 | 2.003 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 52 | 42.1053 | 62.1622 | 52 | 42.1053 | 62.1622 |
Ratio Avg Win / Avg Loss | 4.5514 | 10.6153 | 1.0798 | 1.4002 | 1.6992 | 1.2192 |
Largest Winning Trade | 1338322 | 1338322 | 79911 | 5218197 | 5218197 | 4740694 |
Largest Losing Trade | -43822 | -30750 | -43822 | -2475969 | -2475969 | -1842689 |
Avg Bars in Trades | 57 | 46 | 68 | 57 | 46 | 68 |
Avg Bars in Winners | 80 | 78 | 82 | 80 | 78 | 82 |
Avg Bars in Losers | 31 | 22 | 44 | 31 | 22 | 44 |
Bars Traded | 4283 | 1752 | 2531 | 4283 | 1752 | 2531 |
Profit Streak | 0 | 0 | 83.3739 | 0 | 0 | 83.3739 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40076 | 658396 | -84538 | -51470 | 195585 | 493240 |
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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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