Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1884674.9401 | 1746010.305 | 138664.6351 | 19913500.3062 | 8335837.9498 | 11577662.3564 |
Total P&L (%) | 1884.6749 | 1746.0103 | 138.6646 | 19913.5003 | 8335.838 | 11577.6624 |
Avg Daily Profit (%) | 0.799 | 0.7402 | 0.0588 | 0.2249 | 0.1882 | 0.202 |
Buy And Hold Return (%) | 511.0211 | 511.0211 | 511.0211 | 511.0211 | 511.0211 | 511.0211 |
Max Trade Drawdown | -99360 | -95078 | -47389 | -17533728 | -11577604 | -6946610 |
Profit Factor | 5.2624 | 7.8231 | 1.7445 | 1.5354 | 1.3737 | 1.7778 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 46.5753 | 38.8889 | 54.0541 | 46.5753 | 38.8889 | 54.0541 |
Ratio Avg Win / Avg Loss | 6.0363 | 12.2935 | 1.4828 | 1.7612 | 2.1587 | 1.5111 |
Largest Winning Trade | 1338845 | 1338845 | 67028 | 11040149 | 11040149 | 9474757 |
Largest Losing Trade | -29574 | -29574 | -25934 | -7061320 | -7061320 | -3081140 |
Avg Bars in Trades | 192 | 180 | 203 | 192 | 180 | 203 |
Avg Bars in Winners | 279 | 293 | 269 | 279 | 293 | 269 |
Avg Bars in Losers | 115 | 108 | 125 | 115 | 108 | 125 |
Bars Traded | 14020 | 6495 | 7525 | 14020 | 6495 | 7525 |
Profit Streak | 0 | 50.1676 | 0 | 0 | 50.1676 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58964 | 528625 | -277477 | -66725 | 209660 | 430461 |
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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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