Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1591479.7825 | 1441785.3946 | 149694.3879 | 20196422.352 | 24289132.3479 | -4092709.9959 |
Total P&L (%) | 1591.4798 | 1441.7854 | 149.6944 | 20196.4224 | 24289.1323 | -4092.71 |
Avg Daily Profit (%) | 0.6361 | 0.5763 | 0.0598 | 0.2126 | 0.22 | 0 |
Buy And Hold Return (%) | 419.9074 | 419.9074 | 419.9074 | 419.9074 | 419.9074 | 419.9074 |
Max Trade Drawdown | -100600 | -61480 | -85458 | -54363851 | -29964729 | -35553078 |
Profit Factor | 4.251 | 7.3086 | 1.5735 | 1.1678 | 1.3866 | 0.9289 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 38.1579 | 39.4737 | 36.8421 | 38.1579 | 39.4737 | 36.8421 |
Ratio Avg Win / Avg Loss | 6.8895 | 11.2066 | 2.6975 | 1.8926 | 2.1261 | 1.5924 |
Largest Winning Trade | 924144 | 924144 | 60211 | 22629429 | 22629429 | 10307554 |
Largest Losing Trade | -37546 | -25051 | -37546 | -8592920 | -7878550 | -8592920 |
Avg Bars in Trades | 193 | 175 | 212 | 193 | 175 | 212 |
Avg Bars in Winners | 386 | 338 | 437 | 386 | 338 | 437 |
Avg Bars in Losers | 74 | 68 | 80 | 74 | 68 | 80 |
Bars Traded | 14720 | 6659 | 8061 | 14720 | 6659 | 8061 |
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 | -41780 | 467135 | -281042 | -85098 | 210664 | -583104 |
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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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