Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2699522.391 | 2527416.4888 | 172105.9022 | 5466804.2879 | 2252732.7438 | 3214071.5441 |
Total P&L (%) | 2699.5224 | 2527.4165 | 172.1059 | 5466.8043 | 2252.7327 | 3214.0715 |
Avg Daily Profit (%) | 1.1628 | 1.0886 | 0.0741 | 0.1733 | 0.1361 | 0.1509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112946 | -111154 | -74671 | -4619761 | -3555035 | -2449785 |
Profit Factor | 5.0349 | 8.7392 | 1.5025 | 1.3116 | 1.2287 | 1.4177 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 43.2432 | 35.1351 | 51.3514 | 43.2432 | 35.1351 | 51.3514 |
Ratio Avg Win / Avg Loss | 6.6083 | 16.1339 | 1.4235 | 1.7215 | 2.2684 | 1.3431 |
Largest Winning Trade | 2206120 | 2206120 | 80654 | 2894039 | 2894039 | 2052306 |
Largest Losing Trade | -49600 | -32639 | -49600 | -1320397 | -1253940 | -1320397 |
Avg Bars in Trades | 180 | 118 | 242 | 180 | 118 | 242 |
Avg Bars in Winners | 319 | 230 | 380 | 319 | 230 | 380 |
Avg Bars in Losers | 74 | 57 | 96 | 74 | 57 | 96 |
Bars Traded | 13348 | 4385 | 8963 | 13348 | 4385 | 8963 |
Profit Streak | 0 | 0 | 139.9632 | 0 | 0 | 139.9632 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50103 | 582100 | -91893 | -62330 | -15909 | 330221 |
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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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