Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2143868.5646 | 1985141.3111 | 158727.2536 | 10792384.3962 | 1441622.4088 | 9350761.9873 |
Total P&L (%) | 2143.8686 | 1985.1413 | 158.7273 | 10792.3844 | 1441.6224 | 9350.762 |
Avg Daily Profit (%) | 1.2009 | 1.112 | 0.0889 | 0.2631 | 0.1533 | 0.2551 |
Buy And Hold Return (%) | 283.5574 | 283.5574 | 283.5574 | 283.5574 | 283.5574 | 283.5574 |
Max Trade Drawdown | -96922 | -97400 | -81919 | -25442692 | -25276031 | -12090581 |
Profit Factor | 6.361 | 11.3642 | 1.7618 | 1.1499 | 1.0367 | 1.2858 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 51.3514 | 43.2432 | 59.4595 | 51.3514 | 43.2432 | 59.4595 |
Ratio Avg Win / Avg Loss | 6.0262 | 14.9155 | 1.2012 | 1.0894 | 1.3607 | 0.8767 |
Largest Winning Trade | 1061081 | 1061081 | 69687 | 14741965 | 14741965 | 8075966 |
Largest Losing Trade | -69674 | -27765 | -69674 | -12090581 | -5423250 | -12090581 |
Avg Bars in Trades | 93 | 71 | 115 | 93 | 71 | 115 |
Avg Bars in Winners | 139 | 114 | 158 | 139 | 114 | 158 |
Avg Bars in Losers | 44 | 38 | 51 | 44 | 38 | 51 |
Bars Traded | 6899 | 2639 | 4260 | 6899 | 2639 | 4260 |
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 | -46560 | 696343 | -236576 | -115630 | -176400 | 290550 |
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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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