Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2438216.9782 | 2284560.0634 | 153656.9149 | 11141321.6201 | 12154437.6383 | -1013116.0182 |
Total P&L (%) | 2438.217 | 2284.5601 | 153.6569 | 11141.3216 | 12154.4376 | -1013.116 |
Avg Daily Profit (%) | 1.1024 | 1.033 | 0.0695 | 0.2137 | 0.2177 | 0 |
Buy And Hold Return (%) | 309.9581 | 309.9581 | 309.9581 | 309.9581 | 309.9581 | 309.9581 |
Max Trade Drawdown | -145467 | -99247 | -104540 | -59475378 | -35868628 | -32511478 |
Profit Factor | 4.3447 | 8.3927 | 1.3659 | 1.0705 | 1.186 | 0.9891 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 46.7105 | 43.4211 | 50 | 46.7105 | 43.4211 | 50 |
Ratio Avg Win / Avg Loss | 4.9566 | 10.936 | 1.3659 | 1.2213 | 1.5454 | 0.9891 |
Largest Winning Trade | 2052533 | 2052533 | 47052 | 28796962 | 28796962 | 11573207 |
Largest Losing Trade | -32916 | -28023 | -32916 | -12871112 | -9165472 | -12871112 |
Avg Bars in Trades | 42 | 35 | 48 | 42 | 35 | 48 |
Avg Bars in Winners | 59 | 55 | 62 | 59 | 55 | 62 |
Avg Bars in Losers | 27 | 19 | 35 | 27 | 19 | 35 |
Bars Traded | 6400 | 2679 | 3721 | 6400 | 2679 | 3721 |
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 | 729366 | -30120 | -314921 | -135263 | -58649 | -630236 |
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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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