Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2744507.473 | 2680676.9124 | 63830.5607 | 2185113.4384 | -7991350.4299 | 10176463.8684 |
Total P&L (%) | 2744.5075 | 2680.6769 | 63.8306 | 2185.1134 | -7991.3504 | 10176.4639 |
Avg Daily Profit (%) | 1.5293 | 1.4937 | 0.0356 | 0.1745 | 0 | 0.2585 |
Buy And Hold Return (%) | 281.2868 | 281.2868 | 281.2868 | 281.2868 | 281.2868 | 281.2868 |
Max Trade Drawdown | -167415 | -136241 | -81033 | -28243273 | -21555434 | -16975708 |
Profit Factor | 5.8445 | 10.6377 | 1.2213 | 1.0355 | 0.7515 | 1.3455 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 33.3333 | 30.5556 | 36.1111 | 33.3333 | 30.5556 | 36.1111 |
Ratio Avg Win / Avg Loss | 11.6891 | 24.1766 | 2.1608 | 2.0709 | 1.7079 | 2.3805 |
Largest Winning Trade | 1796170 | 1796170 | 61909 | 12754426 | 12754426 | 10395173 |
Largest Losing Trade | -41529 | -34114 | -41529 | -9568402 | -4704306 | -9568402 |
Avg Bars in Trades | 71 | 62 | 80 | 71 | 62 | 80 |
Avg Bars in Winners | 132 | 126 | 137 | 132 | 126 | 137 |
Avg Bars in Losers | 40 | 34 | 48 | 40 | 34 | 48 |
Bars Traded | 5141 | 2244 | 2897 | 5141 | 2244 | 2897 |
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 | -68045 | 530372 | -315850 | -262841 | -585564 | 165854 |
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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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