Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2521040.4749 | 2503175.4264 | 17865.0484 | 783574.0672 | 388688.935 | 394885.1322 |
Total P&L (%) | 2521.0405 | 2503.1754 | 17.865 | 783.5741 | 388.6889 | 394.8851 |
Avg Daily Profit (%) | 1.0607 | 1.0532 | 0.0075 | 0.0917 | 0.0668 | 0.0673 |
Buy And Hold Return (%) | 379.4184 | 379.4184 | 379.4184 | 379.4184 | 379.4184 | 379.4184 |
Max Trade Drawdown | -228012 | -217772 | -38185 | -12154736 | -12376722 | -598668 |
Profit Factor | 5.6248 | 6.5082 | 1.197 | 1.0434 | 1.0242 | 1.199 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 48.6486 | 43.2432 | 54.0541 | 48.6486 | 43.2432 | 54.0541 |
Ratio Avg Win / Avg Loss | 5.9373 | 8.5421 | 1.0175 | 1.1014 | 1.3442 | 1.0192 |
Largest Winning Trade | 1689918 | 1689918 | 22791 | 12053366 | 12053366 | 656762 |
Largest Losing Trade | -57900 | -57900 | -15432 | -3862930 | -3862930 | -532736 |
Avg Bars in Trades | 126 | 236 | 15 | 126 | 236 | 15 |
Avg Bars in Winners | 147 | 314 | 13 | 147 | 314 | 13 |
Avg Bars in Losers | 105 | 177 | 17 | 105 | 177 | 17 |
Bars Traded | 9339 | 8760 | 579 | 9339 | 8760 | 579 |
Profit Streak | 180.6225 | 180.6225 | 204.1225 | 180.6225 | 180.6225 | 204.1225 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46483 | 719795 | -350184 | -317231 | -457518 | -255572 |
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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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