Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2678999.172 | 2546584.677 | 132414.495 | 6243770.4764 | 5205665.9867 | 1038104.4897 |
Total P&L (%) | 2678.9992 | 2546.5847 | 132.4145 | 6243.7705 | 5205.666 | 1038.1045 |
Avg Daily Profit (%) | 1.2859 | 1.2224 | 0.0636 | 0.1994 | 0.1908 | 0.1168 |
Buy And Hold Return (%) | 51.0479 | 51.0479 | 51.0479 | 51.0479 | 51.0479 | 51.0479 |
Max Trade Drawdown | -143233 | -148863 | -75345 | -20856476 | -19828769 | -12476657 |
Profit Factor | 5.2397 | 8.2134 | 1.4749 | 1.0853 | 1.1209 | 1.0345 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 43.2432 | 35.1351 | 51.3514 | 43.2432 | 35.1351 | 51.3514 |
Ratio Avg Win / Avg Loss | 6.8771 | 15.1632 | 1.3972 | 1.4245 | 2.0693 | 0.98 |
Largest Winning Trade | 2125232 | 2125232 | 79950 | 14537092 | 14537092 | 4933010 |
Largest Losing Trade | -38730 | -38730 | -37777 | -9157166 | -7552692 | -9157166 |
Avg Bars in Trades | 330 | 303 | 356 | 330 | 303 | 356 |
Avg Bars in Winners | 495 | 523 | 477 | 495 | 523 | 477 |
Avg Bars in Losers | 204 | 185 | 229 | 204 | 185 | 229 |
Bars Traded | 24451 | 11247 | 13204 | 24451 | 11247 | 13204 |
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 | -49846 | 586280 | -110199 | -190046 | -84279 | -220742 |
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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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