Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2025550.6018 | 1981876.006 | 43674.5958 | -3689254.9888 | 10605142.205 | -14294397.1938 |
Total P&L (%) | 2025.5506 | 1981.876 | 43.6746 | -3689.255 | 10605.1422 | -14294.3972 |
Avg Daily Profit (%) | 0.8735 | 0.8546 | 0.0188 | 0 | 0.2017 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -283456 | -100806 | -246627 | -53983354 | -32204330 | -34417438 |
Profit Factor | 3.6013 | 7.0085 | 1.0973 | 0.972 | 1.1666 | 0.7905 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 38 | 18 | 20 | 37 | 19 | 18 |
Losing Trades | 35 | 19 | 16 | 36 | 18 | 18 |
Profitability (%) | 52.0548 | 48.6486 | 55.5556 | 50.6849 | 51.3514 | 50 |
Ratio Avg Win / Avg Loss | 3.317 | 7.3978 | 0.8778 | 0.9458 | 1.1052 | 0.7905 |
Largest Winning Trade | 1577378 | 1577378 | 66011 | 23684012 | 23684012 | 11387280 |
Largest Losing Trade | -152381 | -34065 | -152381 | -14007360 | -14007360 | -10555584 |
Avg Bars in Trades | 113 | 96 | 131 | 113 | 96 | 131 |
Avg Bars in Winners | 144 | 109 | 175 | 139 | 119 | 159 |
Avg Bars in Losers | 80 | 83 | 77 | 87 | 71 | 104 |
Bars Traded | 8307 | 3560 | 4747 | 8307 | 3560 | 4747 |
Profit Streak | 0 | 0 | 304.5948 | 85.0948 | 302.3448 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56012 | 763977 | -282680 | -656408 | -27654 | -580780 |
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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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