Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1627189.6239 | 1479917.5368 | 147272.0871 | 17524592.4984 | 16021499.1949 | 1503093.3036 |
Total P&L (%) | 1627.1896 | 1479.9175 | 147.2721 | 17524.5925 | 16021.4992 | 1503.0933 |
Avg Daily Profit (%) | 0.6504 | 0.5916 | 0.0589 | 0.207 | 0.2034 | 0.111 |
Buy And Hold Return (%) | 447.449 | 447.449 | 447.449 | 447.449 | 447.449 | 447.449 |
Max Trade Drawdown | -115727 | -58393 | -79392 | -25535475 | -17444009 | -19811976 |
Profit Factor | 4.2451 | 7.5435 | 1.535 | 1.239 | 1.4333 | 1.0414 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 41.0959 | 40.5405 | 41.6667 | 41.0959 | 40.5405 | 41.6667 |
Ratio Avg Win / Avg Loss | 6.0847 | 11.0637 | 2.149 | 1.7759 | 2.1022 | 1.4579 |
Largest Winning Trade | 952786 | 952786 | 61136 | 14017441 | 14017441 | 9012405 |
Largest Losing Trade | -32874 | -19569 | -32874 | -7816964 | -4728404 | -7816964 |
Avg Bars in Trades | 101 | 89 | 113 | 101 | 89 | 113 |
Avg Bars in Winners | 189 | 170 | 208 | 189 | 170 | 208 |
Avg Bars in Losers | 39 | 34 | 44 | 39 | 34 | 44 |
Bars Traded | 7392 | 3324 | 4068 | 7392 | 3324 | 4068 |
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 | -63156 | 482464 | -280702 | -70820 | 230505 | -225497 |
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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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