Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1599084.7203 | 1423753.7705 | 175330.9498 | 2133142.9423 | -6174230.6573 | 8307373.5996 |
Total P&L (%) | 1599.0847 | 1423.7538 | 175.331 | 2133.1429 | -6174.2307 | 8307.3736 |
Avg Daily Profit (%) | 0.672 | 0.5983 | 0.0737 | 0.1306 | 0 | 0.1864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162079 | -92445 | -106943 | -39635236 | -34634683 | -20255609 |
Profit Factor | 3.0911 | 4.163 | 1.5573 | 1.0233 | 0.8957 | 1.2581 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 43.8356 | 40.5405 | 47.2222 | 43.8356 | 40.5405 | 47.2222 |
Ratio Avg Win / Avg Loss | 3.9604 | 6.1057 | 1.7406 | 1.3111 | 1.3138 | 1.4061 |
Largest Winning Trade | 909830 | 909830 | 62335 | 24271685 | 24271685 | 11689287 |
Largest Losing Trade | -45240 | -45240 | -41159 | -18941588 | -18941588 | -9454968 |
Avg Bars in Trades | 127 | 146 | 107 | 127 | 146 | 107 |
Avg Bars in Winners | 194 | 223 | 169 | 194 | 223 | 169 |
Avg Bars in Losers | 74 | 93 | 51 | 74 | 93 | 51 |
Bars Traded | 9273 | 5418 | 3855 | 9273 | 5418 | 3855 |
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 | -60697 | 538191 | -92886 | -291785 | -582784 | 240007 |
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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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