Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2627147.5776 | 2472752.8241 | 154394.7535 | 3073806.5414 | 11097587.0266 | -8023780.4852 |
Total P&L (%) | 2627.1476 | 2472.7528 | 154.3948 | 3073.8065 | 11097.587 | -8023.7805 |
Avg Daily Profit (%) | 1.1348 | 1.0681 | 0.0667 | 0.1495 | 0.204 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191757 | -120787 | -81930 | -29428231 | -17597397 | -11911166 |
Profit Factor | 5.7804 | 8.3574 | 1.7232 | 1.0565 | 1.3978 | 0.6974 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 49.3151 | 37.8378 | 61.1111 | 49.3151 | 37.8378 | 61.1111 |
Ratio Avg Win / Avg Loss | 5.9409 | 13.7301 | 1.0966 | 1.0858 | 2.2964 | 0.4438 |
Largest Winning Trade | 2224209 | 2224209 | 82747 | 18387428 | 18387428 | 4407020 |
Largest Losing Trade | -69204 | -58801 | -69204 | -8585677 | -8585677 | -7567056 |
Avg Bars in Trades | 91 | 109 | 72 | 91 | 109 | 72 |
Avg Bars in Winners | 119 | 179 | 81 | 119 | 179 | 81 |
Avg Bars in Losers | 64 | 66 | 59 | 64 | 66 | 59 |
Bars Traded | 6680 | 4055 | 2625 | 6680 | 4055 | 2625 |
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 | -54720 | 619298 | -100289 | -228035 | 185057 | -579339 |
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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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