Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1510936.7537 | 1442637.1436 | 68299.6101 | 2151119.1326 | -1076412.5361 | 3227531.6687 |
Total P&L (%) | 1510.9368 | 1442.6371 | 68.2996 | 2151.1191 | -1076.4125 | 3227.5317 |
Avg Daily Profit (%) | 0.8403 | 0.8024 | 0.038 | 0.1733 | 0 | 0.1951 |
Buy And Hold Return (%) | 373.0604 | 373.0604 | 373.0604 | 373.0604 | 373.0604 | 373.0604 |
Max Trade Drawdown | -127987 | -101495 | -104522 | -7754849 | -6239759 | -2888824 |
Profit Factor | 3.7734 | 6.6734 | 1.2351 | 1.127 | 0.8933 | 1.4707 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 37.8378 | 35.1351 | 40.5405 | 37.8378 | 35.1351 | 40.5405 |
Ratio Avg Win / Avg Loss | 6.1992 | 12.3201 | 1.8115 | 1.8514 | 1.6491 | 2.157 |
Largest Winning Trade | 1160087 | 1160087 | 71914 | 2314133 | 2189061 | 2314133 |
Largest Losing Trade | -67130 | -26160 | -67130 | -1199718 | -1199718 | -825128 |
Avg Bars in Trades | 142 | 123 | 160 | 142 | 123 | 160 |
Avg Bars in Winners | 250 | 216 | 280 | 250 | 216 | 280 |
Avg Bars in Losers | 76 | 73 | 79 | 76 | 73 | 79 |
Bars Traded | 10523 | 4573 | 5950 | 10523 | 4573 | 5950 |
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 | -55588 | 488900 | -310810 | -146275 | -583775 | 236184 |
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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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