Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1477686.6487 | 1433567.3557 | 44119.293 | 18506633.4569 | 16119843.8394 | 2386789.6175 |
Total P&L (%) | 1477.6866 | 1433.5674 | 44.1193 | 18506.6335 | 16119.8438 | 2386.7896 |
Avg Daily Profit (%) | 0.7957 | 0.772 | 0.0238 | 0.2818 | 0.2744 | 0.1732 |
Buy And Hold Return (%) | 7457.5959 | 7457.5959 | 7457.5959 | 7457.5959 | 7457.5959 | 7457.5959 |
Max Trade Drawdown | -100421 | -89814 | -115800 | -2527738 | -2271534 | -2230433 |
Profit Factor | 4.012 | 7.806 | 1.1576 | 2.6565 | 5.1404 | 1.3279 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 52.7027 | 54.0541 | 51.3514 | 52.7027 | 54.0541 | 51.3514 |
Ratio Avg Win / Avg Loss | 3.6005 | 6.6351 | 1.0967 | 2.384 | 4.3693 | 1.258 |
Largest Winning Trade | 679498 | 679498 | 61681 | 3617788 | 3538197 | 3617788 |
Largest Losing Trade | -63789 | -59227 | -63789 | -1932995 | -1257712 | -1932995 |
Avg Bars in Trades | 48 | 54 | 43 | 48 | 54 | 43 |
Avg Bars in Winners | 68 | 79 | 56 | 68 | 79 | 56 |
Avg Bars in Losers | 26 | 24 | 29 | 26 | 24 | 29 |
Bars Traded | 3608 | 2015 | 1593 | 3608 | 2015 | 1593 |
Profit Streak | 0 | 327.8876 | 0 | 0 | 327.8876 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -214005 | -142406 | -373910 | -58301 | 456344 | -157534 |
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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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