Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1329433.7526 | 1275107.2864 | 54326.4662 | 960953.0623 | -1395238.3084 | 2356191.3707 |
Total P&L (%) | 1329.4338 | 1275.1073 | 54.3265 | 960.9531 | -1395.2383 | 2356.1914 |
Avg Daily Profit (%) | 0.7426 | 0.7123 | 0.0303 | 0.132 | 0 | 0.179 |
Buy And Hold Return (%) | 276.1606 | 276.1606 | 276.1606 | 276.1606 | 276.1606 | 276.1606 |
Max Trade Drawdown | -140934 | -115464 | -112949 | -3513707 | -3535371 | -1144768 |
Profit Factor | 3.3888 | 5.7364 | 1.1891 | 1.1103 | 0.743 | 1.7169 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 41.8919 | 35.1351 | 48.6486 | 41.8919 | 35.1351 | 48.6486 |
Ratio Avg Win / Avg Loss | 4.7006 | 10.5904 | 1.2551 | 1.54 | 1.3717 | 1.8123 |
Largest Winning Trade | 1062569 | 1062569 | 71119 | 1772536 | 1117703 | 1772536 |
Largest Losing Trade | -72794 | -39799 | -72794 | -1113783 | -1113783 | -914350 |
Avg Bars in Trades | 140 | 119 | 161 | 140 | 119 | 161 |
Avg Bars in Winners | 232 | 218 | 243 | 232 | 218 | 243 |
Avg Bars in Losers | 73 | 65 | 83 | 73 | 65 | 83 |
Bars Traded | 10377 | 4407 | 5970 | 10377 | 4407 | 5970 |
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 | -54273 | 478886 | -331178 | -189109 | -584886 | 381311 |
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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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