Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1886484.6911 | 1730988.6653 | 155496.0258 | 10409637.9388 | -3719583.466 | 14129221.4048 |
Total P&L (%) | 1886.4847 | 1730.9887 | 155.496 | 10409.6379 | -3719.5835 | 14129.2214 |
Avg Daily Profit (%) | 1.0471 | 0.9608 | 0.0863 | 0.2587 | 0 | 0.2756 |
Buy And Hold Return (%) | 251.4637 | 251.4637 | 251.4637 | 251.4637 | 251.4637 | 251.4637 |
Max Trade Drawdown | -88255 | -58525 | -88385 | -13460182 | -9885907 | -6355629 |
Profit Factor | 5.1419 | 8.6275 | 1.6804 | 1.2647 | 0.8478 | 1.9486 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 48.6111 | 41.6667 | 55.5556 | 48.6111 | 41.6667 | 55.5556 |
Ratio Avg Win / Avg Loss | 5.4357 | 12.0786 | 1.3444 | 1.337 | 1.1869 | 1.5589 |
Largest Winning Trade | 1218793 | 1218793 | 57958 | 5011334 | 3946236 | 5011334 |
Largest Losing Trade | -53718 | -34206 | -53718 | -4881653 | -4881653 | -4510491 |
Avg Bars in Trades | 143 | 157 | 129 | 143 | 157 | 129 |
Avg Bars in Winners | 197 | 231 | 171 | 197 | 231 | 171 |
Avg Bars in Losers | 93 | 104 | 77 | 93 | 104 | 77 |
Bars Traded | 10342 | 5665 | 4677 | 10342 | 5665 | 4677 |
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 | -63038 | 666481 | -240717 | -75910 | -582354 | 471693 |
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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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