Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1106728.0639 | 942844.8364 | 163883.2275 | 24706472.414 | 9829919.1713 | 14876553.2427 |
Total P&L (%) | 1106.7281 | 942.8448 | 163.8832 | 24706.4724 | 9829.9192 | 14876.5532 |
Avg Daily Profit (%) | 0.4424 | 0.3769 | 0.0655 | 0.2206 | 0.184 | 0.2004 |
Buy And Hold Return (%) | 390.0662 | 390.0662 | 390.0662 | 390.0662 | 390.0662 | 390.0662 |
Max Trade Drawdown | -67656 | -71654 | -87899 | -5695652 | -4937373 | -2459222 |
Profit Factor | 3.3855 | 5.201 | 1.6843 | 1.9685 | 1.5561 | 2.8989 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 46.6667 | 44.7368 | 48.6486 | 46.6667 | 44.7368 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.8692 | 6.4247 | 1.7778 | 2.2497 | 1.9223 | 3.0599 |
Largest Winning Trade | 297657 | 297657 | 60390 | 9455432 | 9455432 | 7619280 |
Largest Losing Trade | -33607 | -27795 | -33607 | -3822278 | -3822278 | -1561014 |
Avg Bars in Trades | 97 | 105 | 88 | 97 | 105 | 88 |
Avg Bars in Winners | 150 | 159 | 142 | 150 | 159 | 142 |
Avg Bars in Losers | 50 | 62 | 38 | 50 | 62 | 38 |
Bars Traded | 7295 | 4012 | 3283 | 7295 | 4012 | 3283 |
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 | -49246 | 408607 | -268566 | -50620 | 310579 | 470025 |
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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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