Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1647232.5512 | 1506911.3311 | 140321.2202 | 10566214.28 | -2278453.8589 | 12844668.1389 |
Total P&L (%) | 1647.2326 | 1506.9113 | 140.3212 | 10566.2143 | -2278.4539 | 12844.6681 |
Avg Daily Profit (%) | 0.92 | 0.8416 | 0.0784 | 0.2611 | 0 | 0.272 |
Buy And Hold Return (%) | 308.9198 | 308.9198 | 308.9198 | 308.9198 | 308.9198 | 308.9198 |
Max Trade Drawdown | -72960 | -77078 | -52767 | -12761765 | -13928111 | -6916852 |
Profit Factor | 5.6925 | 9.8172 | 1.779 | 1.2584 | 0.9059 | 1.7707 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 52.7027 | 51.3514 | 54.0541 | 52.7027 | 51.3514 | 54.0541 |
Ratio Avg Win / Avg Loss | 5.1087 | 9.3005 | 1.5122 | 1.1294 | 0.8582 | 1.5051 |
Largest Winning Trade | 833304 | 833304 | 69111 | 5521604 | 5521604 | 4763363 |
Largest Losing Trade | -50031 | -21459 | -50031 | -3739221 | -3739221 | -3220414 |
Avg Bars in Trades | 92 | 64 | 120 | 92 | 64 | 120 |
Avg Bars in Winners | 146 | 108 | 182 | 146 | 108 | 182 |
Avg Bars in Losers | 32 | 18 | 47 | 32 | 18 | 47 |
Bars Traded | 6851 | 2392 | 4459 | 6851 | 2392 | 4459 |
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 | -47966 | 736891 | -250185 | -60037 | -580597 | 451498 |
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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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