Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1378148.1615 | 1030517.5995 | 347630.562 | 80109510.604 | 42707176.4784 | 37402334.1256 |
Total P&L (%) | 1378.1482 | 1030.5176 | 347.6306 | 80109.5106 | 42707.1765 | 37402.3341 |
Avg Daily Profit (%) | 0.5775 | 0.4318 | 0.1457 | 0.2806 | 0.2542 | 0.2487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89776 | -60129 | -86658 | -132075872 | -47661700 | -84414172 |
Profit Factor | 3.535 | 4.6076 | 2.3475 | 1.329 | 1.4029 | 1.272 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 55.2632 | 57.8947 | 52.6316 | 55.2632 | 57.8947 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.8617 | 3.351 | 2.1127 | 1.0758 | 1.0203 | 1.1448 |
Largest Winning Trade | 329021 | 329021 | 65556 | 72852170 | 31237375 | 72852170 |
Largest Losing Trade | -60132 | -58206 | -60132 | -66216283 | -37281548 | -66216283 |
Avg Bars in Trades | 122 | 122 | 121 | 122 | 122 | 121 |
Avg Bars in Winners | 144 | 135 | 153 | 144 | 135 | 153 |
Avg Bars in Losers | 94 | 105 | 84 | 94 | 105 | 84 |
Bars Traded | 9273 | 4671 | 4602 | 9273 | 4671 | 4602 |
Profit Streak | 27.3358 | 0 | 79.0858 | 27.3358 | 0 | 79.0858 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34291 | 668254 | 244674 | -43289 | 368998 | 334025 |
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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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