Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1552955.3437 | 1478826.0042 | 74129.3395 | 12731331.6475 | 11653194.4509 | 1078137.1966 |
Total P&L (%) | 1552.9553 | 1478.826 | 74.1293 | 12731.3316 | 11653.1945 | 1078.1372 |
Avg Daily Profit (%) | 0.6212 | 0.5916 | 0.0297 | 0.1944 | 0.1909 | 0.0987 |
Buy And Hold Return (%) | 1849.0686 | 1849.0686 | 1849.0686 | 1849.0686 | 1849.0686 | 1849.0686 |
Max Trade Drawdown | -49831 | -63801 | -41398 | -4844001 | -3447668 | -4474008 |
Profit Factor | 5.1281 | 10.4298 | 1.3379 | 1.5921 | 2.2952 | 1.0862 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 38.961 | 39.4737 | 38.4615 | 38.961 | 39.4737 | 38.4615 |
Ratio Avg Win / Avg Loss | 8.034 | 15.9924 | 2.1407 | 2.4943 | 3.5194 | 1.7379 |
Largest Winning Trade | 1057314 | 1057314 | 44672 | 8006668 | 8006668 | 2925105 |
Largest Losing Trade | -31399 | -20006 | -31399 | -2063504 | -2063504 | -1942936 |
Avg Bars in Trades | 125 | 115 | 134 | 125 | 115 | 134 |
Avg Bars in Winners | 227 | 212 | 242 | 227 | 212 | 242 |
Avg Bars in Losers | 60 | 53 | 67 | 60 | 53 | 67 |
Bars Traded | 9660 | 4406 | 5254 | 9660 | 4406 | 5254 |
Profit Streak | 0 | 113.0481 | 0 | 0 | 113.0481 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -196821 | -149382 | -322083 | -39677 | 300491 | -355588 |
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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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