Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2948474.1714 | 2726097.7577 | 222376.4137 | 16660977.7425 | 8754925.7504 | 7906051.9921 |
Total P&L (%) | 2948.4742 | 2726.0978 | 222.3764 | 16660.9777 | 8754.9258 | 7906.052 |
Avg Daily Profit (%) | 1.2686 | 1.1729 | 0.0957 | 0.2206 | 0.1931 | 0.1888 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92723 | -116190 | -100208 | -12457816 | -7987789 | -6385360 |
Profit Factor | 6.0538 | 8.5223 | 2.0061 | 1.3439 | 1.2886 | 1.4364 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 36.8421 | 28.9474 | 44.7368 | 36.8421 | 28.9474 | 44.7368 |
Ratio Avg Win / Avg Loss | 10.3779 | 20.9183 | 2.4782 | 2.3038 | 3.163 | 1.7744 |
Largest Winning Trade | 2297854 | 2297854 | 79653 | 9743001 | 9326167 | 9743001 |
Largest Losing Trade | -41767 | -41767 | -35067 | -4506154 | -4506154 | -4476636 |
Avg Bars in Trades | 178 | 153 | 204 | 178 | 153 | 204 |
Avg Bars in Winners | 376 | 381 | 372 | 376 | 381 | 372 |
Avg Bars in Losers | 63 | 59 | 67 | 63 | 59 | 67 |
Bars Traded | 13570 | 5814 | 7756 | 13570 | 5814 | 7756 |
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 | -36793 | 346097 | -63454 | -49217 | -3300 | 285707 |
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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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