Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2558553.6313 | 2452094.518 | 106459.1133 | 1159969.0695 | 7936388.5788 | -6776419.5092 |
Total P&L (%) | 2558.5536 | 2452.0945 | 106.4591 | 1159.9691 | 7936.3886 | -6776.4195 |
Avg Daily Profit (%) | 1.1008 | 1.055 | 0.0458 | 0.1091 | 0.1889 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171818 | -148038 | -82881 | -23594627 | -19048827 | -11288678 |
Profit Factor | 4.6702 | 7.8143 | 1.3156 | 1.0231 | 1.2736 | 0.6813 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 44 | 39.4737 | 48.6486 | 44 | 39.4737 | 48.6486 |
Ratio Avg Win / Avg Loss | 5.9439 | 11.9819 | 1.3887 | 1.3021 | 1.9529 | 0.7192 |
Largest Winning Trade | 2170776 | 2170776 | 79017 | 17336216 | 17336216 | 5493249 |
Largest Losing Trade | -73498 | -31492 | -73498 | -7921413 | -6153088 | -7921413 |
Avg Bars in Trades | 178 | 157 | 200 | 178 | 157 | 200 |
Avg Bars in Winners | 256 | 236 | 273 | 256 | 236 | 273 |
Avg Bars in Losers | 117 | 106 | 130 | 117 | 106 | 130 |
Bars Traded | 13393 | 5991 | 7402 | 13393 | 5991 | 7402 |
Profit Streak | 0 | 0 | 50.5104 | 0 | 0 | 50.5104 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42630 | 642061 | -131513 | -305725 | 176257 | -580733 |
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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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