Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1019441.6681 | 889604.9711 | 129836.697 | 14931181.1013 | 8404667.5816 | 6526513.5196 |
Total P&L (%) | 1019.4417 | 889.605 | 129.8367 | 14931.1811 | 8404.6676 | 6526.5135 |
Avg Daily Profit (%) | 0.5589 | 0.4877 | 0.0712 | 0.2752 | 0.2439 | 0.2302 |
Buy And Hold Return (%) | 825.0238 | 825.0238 | 825.0238 | 825.0238 | 825.0238 | 825.0238 |
Max Trade Drawdown | -71767 | -57357 | -57452 | -10551071 | -8943069 | -4079248 |
Profit Factor | 2.9656 | 4.413 | 1.5033 | 1.4586 | 1.4474 | 1.4738 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 44.8718 | 43.5897 | 46.1538 | 44.8718 | 43.5897 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.6434 | 5.7109 | 1.7538 | 1.792 | 1.8731 | 1.7194 |
Largest Winning Trade | 278996 | 278996 | 71592 | 5299317 | 5299317 | 4609003 |
Largest Losing Trade | -27505 | -22396 | -27505 | -3481274 | -3481274 | -2111839 |
Avg Bars in Trades | 44 | 42 | 46 | 44 | 42 | 46 |
Avg Bars in Winners | 71 | 63 | 78 | 71 | 63 | 78 |
Avg Bars in Losers | 22 | 25 | 19 | 22 | 25 | 19 |
Bars Traded | 3453 | 1640 | 1813 | 3453 | 1640 | 1813 |
Profit Streak | 0 | 117.7889 | 0 | 0 | 117.7889 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116467 | -125471 | -262712 | -29927 | 309625 | 326788 |
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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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