Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1550449.8602 | 1442684.2374 | 107765.6228 | 5493564.4104 | 3382428.6515 | 2111135.7589 |
Total P&L (%) | 1550.4499 | 1442.6842 | 107.7656 | 5493.5644 | 3382.4287 | 2111.1358 |
Avg Daily Profit (%) | 0.6845 | 0.6369 | 0.0476 | 0.1778 | 0.1569 | 0.1368 |
Buy And Hold Return (%) | 268.5484 | 268.5484 | 268.5484 | 268.5484 | 268.5484 | 268.5484 |
Max Trade Drawdown | -145219 | -103642 | -55547 | -24469191 | -16910476 | -8781358 |
Profit Factor | 4.0329 | 6.2017 | 1.4608 | 1.1301 | 1.1405 | 1.1163 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 49.3506 | 41.0256 | 57.8947 | 49.3506 | 41.0256 | 57.8947 |
Ratio Avg Win / Avg Loss | 4.1391 | 8.915 | 1.0624 | 1.1598 | 1.6394 | 0.8118 |
Largest Winning Trade | 917480 | 917480 | 55892 | 11462159 | 11462159 | 3398678 |
Largest Losing Trade | -44673 | -32910 | -44673 | -5948579 | -5948579 | -4833235 |
Avg Bars in Trades | 168 | 173 | 164 | 168 | 173 | 164 |
Avg Bars in Winners | 251 | 295 | 218 | 251 | 295 | 218 |
Avg Bars in Losers | 88 | 88 | 89 | 88 | 88 | 89 |
Bars Traded | 13008 | 6753 | 6255 | 13008 | 6753 | 6255 |
Profit Streak | 0 | 0 | 162.5111 | 0 | 0 | 162.5111 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28083 | 566855 | -292076 | -116129 | -60703 | -102286 |
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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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