Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1601184.756 | 1448758.9368 | 152425.8192 | 33555621.2849 | 23269070.1932 | 10286551.0918 |
Total P&L (%) | 1601.1848 | 1448.7589 | 152.4258 | 33555.6213 | 23269.0702 | 10286.5511 |
Avg Daily Profit (%) | 0.8788 | 0.7951 | 0.0837 | 0.3199 | 0.2998 | 0.2552 |
Buy And Hold Return (%) | 840.6648 | 840.6648 | 840.6648 | 840.6648 | 840.6648 | 840.6648 |
Max Trade Drawdown | -92343 | -73934 | -81219 | -12544046 | -5705494 | -11125615 |
Profit Factor | 4.9375 | 8.2545 | 1.7365 | 2.0805 | 2.6166 | 1.6173 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 44.1558 | 39.4737 | 48.7179 | 44.1558 | 39.4737 | 48.7179 |
Ratio Avg Win / Avg Loss | 6.2444 | 12.6569 | 1.8279 | 2.6312 | 4.0121 | 1.7025 |
Largest Winning Trade | 767365 | 767365 | 72889 | 12577107 | 9171916 | 12577107 |
Largest Losing Trade | -34793 | -27650 | -34793 | -5211132 | -2812346 | -5211132 |
Avg Bars in Trades | 67 | 72 | 61 | 67 | 72 | 61 |
Avg Bars in Winners | 102 | 117 | 91 | 102 | 117 | 91 |
Avg Bars in Losers | 38 | 44 | 32 | 38 | 44 | 32 |
Bars Traded | 5161 | 2771 | 2390 | 5161 | 2771 | 2390 |
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 | -35091 | 318204 | -244224 | -35532 | 352808 | 399346 |
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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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