Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1923800.3026 | 1800138.128 | 123662.1746 | 8933169.0419 | 4254980.0698 | 4678188.9721 |
Total P&L (%) | 1923.8003 | 1800.1381 | 123.6622 | 8933.169 | 4254.9801 | 4678.189 |
Avg Daily Profit (%) | 0.8514 | 0.7967 | 0.0547 | 0.1995 | 0.1672 | 0.1713 |
Buy And Hold Return (%) | 331.7308 | 331.7308 | 331.7308 | 331.7308 | 331.7308 | 331.7308 |
Max Trade Drawdown | -133664 | -58254 | -121401 | -7140299 | -7086505 | -2581602 |
Profit Factor | 4.6861 | 7.4835 | 1.5063 | 1.3267 | 1.2691 | 1.4055 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 41.0959 | 35.1351 | 47.2222 | 41.0959 | 35.1351 | 47.2222 |
Ratio Avg Win / Avg Loss | 6.7167 | 13.8157 | 1.6835 | 1.9015 | 2.343 | 1.5708 |
Largest Winning Trade | 1274086 | 1274086 | 49217 | 6340509 | 6340509 | 4461595 |
Largest Losing Trade | -33738 | -21733 | -33738 | -2398604 | -2398604 | -1987878 |
Avg Bars in Trades | 58 | 53 | 64 | 58 | 53 | 64 |
Avg Bars in Winners | 104 | 99 | 107 | 104 | 99 | 107 |
Avg Bars in Losers | 27 | 28 | 25 | 27 | 28 | 25 |
Bars Traded | 4298 | 1973 | 2325 | 4298 | 1973 | 2325 |
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 | -59765 | 534301 | -284237 | -70348 | 107570 | 307780 |
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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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