Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2486488.5954 | 2326760.947 | 159727.6484 | 4142993.7526 | 672320.762 | 3470672.9906 |
Total P&L (%) | 2486.4886 | 2326.7609 | 159.7276 | 4142.9938 | 672.3208 | 3470.673 |
Avg Daily Profit (%) | 1.0711 | 1.0023 | 0.0688 | 0.1616 | 0.0881 | 0.1541 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133156 | -127787 | -65171 | -6429083 | -5181948 | -2560463 |
Profit Factor | 4.845 | 7.1207 | 1.5993 | 1.1956 | 1.0494 | 1.458 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 27 | 8 | 19 | 27 | 8 | 19 |
Losing Trades | 46 | 29 | 17 | 46 | 29 | 17 |
Profitability (%) | 36.9863 | 21.6216 | 52.7778 | 36.9863 | 21.6216 | 52.7778 |
Ratio Avg Win / Avg Loss | 8.2545 | 25.8125 | 1.4309 | 2.037 | 3.8042 | 1.3045 |
Largest Winning Trade | 1991224 | 1991224 | 79691 | 3246882 | 3246882 | 2243916 |
Largest Losing Trade | -49043 | -29380 | -49043 | -1982004 | -1982004 | -1967497 |
Avg Bars in Trades | 61 | 53 | 68 | 61 | 53 | 68 |
Avg Bars in Winners | 100 | 125 | 89 | 100 | 125 | 89 |
Avg Bars in Losers | 37 | 34 | 44 | 37 | 34 | 44 |
Bars Traded | 4453 | 1997 | 2456 | 4453 | 1997 | 2456 |
Profit Streak | 0 | 0 | 46.4199 | 0 | 0 | 46.4199 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60255 | -22829 | -98238 | -77834 | -284655 | 345988 |
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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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