Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2894984.5028 | 2655152.9633 | 239831.5395 | 15641402.7057 | -10421162.0123 | 26062564.718 |
Total P&L (%) | 2894.9845 | 2655.153 | 239.8315 | 15641.4027 | -10421.162 | 26062.5647 |
Avg Daily Profit (%) | 1.246 | 1.1427 | 0.1032 | 0.218 | 0 | 0.2399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187656 | -97845 | -105408 | -101305821 | -76137961 | -43096373 |
Profit Factor | 5.9183 | 8.3461 | 2.0557 | 1.0886 | 0.9084 | 1.4147 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 26 | 8 | 18 | 26 | 8 | 18 |
Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
Profitability (%) | 35.1351 | 21.6216 | 48.6486 | 35.1351 | 21.6216 | 48.6486 |
Ratio Avg Win / Avg Loss | 10.9262 | 30.2547 | 2.1699 | 2.0096 | 3.293 | 1.4933 |
Largest Winning Trade | 2189303 | 2189303 | 77016 | 43088785 | 43088785 | 25040211 |
Largest Losing Trade | -41321 | -41321 | -33539 | -28079070 | -28079070 | -17933556 |
Avg Bars in Trades | 184 | 165 | 203 | 184 | 165 | 203 |
Avg Bars in Winners | 340 | 409 | 309 | 340 | 409 | 309 |
Avg Bars in Losers | 99 | 97 | 103 | 99 | 97 | 103 |
Bars Traded | 13645 | 6105 | 7540 | 13645 | 6105 | 7540 |
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 | -52536 | -22707 | -51791 | -188368 | -622699 | 311154 |
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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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