Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1804840.6238 | 1658206.7028 | 146633.921 | 18138846.8996 | 5904474.2183 | 12234372.6813 |
Total P&L (%) | 1804.8406 | 1658.2067 | 146.6339 | 18138.8469 | 5904.4742 | 12234.3727 |
Avg Daily Profit (%) | 0.7631 | 0.7011 | 0.062 | 0.2204 | 0.1733 | 0.2038 |
Buy And Hold Return (%) | 626.9072 | 626.9072 | 626.9072 | 626.9072 | 626.9072 | 626.9072 |
Max Trade Drawdown | -94451 | -131472 | -44279 | -17768935 | -12274999 | -6771468 |
Profit Factor | 5.1261 | 7.4553 | 1.8122 | 1.4076 | 1.2013 | 1.8068 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 46.8354 | 42.5 | 51.2821 | 46.8354 | 42.5 | 51.2821 |
Ratio Avg Win / Avg Loss | 5.8188 | 10.0866 | 1.7216 | 1.5978 | 1.6252 | 1.7164 |
Largest Winning Trade | 1257664 | 1257664 | 62551 | 11922801 | 11922801 | 8705433 |
Largest Losing Trade | -31854 | -31854 | -20746 | -7450565 | -7450565 | -2940473 |
Avg Bars in Trades | 176 | 166 | 185 | 176 | 166 | 185 |
Avg Bars in Winners | 248 | 264 | 233 | 248 | 264 | 233 |
Avg Bars in Losers | 113 | 94 | 135 | 113 | 94 | 135 |
Bars Traded | 13927 | 6677 | 7251 | 13927 | 6677 | 7251 |
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 | -14989 | 523215 | -272296 | -22444 | 198449 | 420633 |
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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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