Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2247966.4622 | 2181873.9044 | 66092.5578 | 1616884.9245 | 8229008.4547 | -6612123.5302 |
Total P&L (%) | 2247.9665 | 2181.8739 | 66.0926 | 1616.8849 | 8229.0085 | -6612.1235 |
Avg Daily Profit (%) | 0.9702 | 0.9417 | 0.0285 | 0.1228 | 0.191 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114461 | -86514 | -85192 | -7344474 | -5239302 | -8035091 |
Profit Factor | 4.2704 | 7.4218 | 1.1901 | 1.0506 | 1.583 | 0.6299 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 32.8767 | 32.4324 | 33.3333 | 32.8767 | 32.4324 | 33.3333 |
Ratio Avg Win / Avg Loss | 8.7188 | 15.4621 | 2.3803 | 2.1449 | 3.2978 | 1.2598 |
Largest Winning Trade | 1892801 | 1892801 | 83360 | 7749139 | 7749139 | 2070645 |
Largest Losing Trade | -50026 | -26955 | -50026 | -4061949 | -1337053 | -4061949 |
Avg Bars in Trades | 57 | 42 | 73 | 57 | 42 | 73 |
Avg Bars in Winners | 120 | 86 | 153 | 120 | 86 | 153 |
Avg Bars in Losers | 27 | 20 | 33 | 27 | 20 | 33 |
Bars Traded | 4210 | 1554 | 2656 | 4210 | 1554 | 2656 |
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 | -62362 | 539671 | -171779 | -275422 | 146122 | -585594 |
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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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