Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1436381.3067 | 1276606.1005 | 159775.2062 | 16809836.0122 | 5467161.5676 | 11342674.4446 |
Total P&L (%) | 1436.3813 | 1276.6061 | 159.7752 | 16809.836 | 5467.1616 | 11342.6744 |
Avg Daily Profit (%) | 0.8018 | 0.7126 | 0.0892 | 0.2868 | 0.2246 | 0.2649 |
Buy And Hold Return (%) | 261.3187 | 261.3187 | 261.3187 | 261.3187 | 261.3187 | 261.3187 |
Max Trade Drawdown | -88645 | -65298 | -74139 | -15694287 | -13507591 | -6502042 |
Profit Factor | 3.9844 | 6.633 | 1.6274 | 1.2747 | 1.1626 | 1.4112 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 45.8333 | 41.6667 | 50 | 45.8333 | 41.6667 | 50 |
Ratio Avg Win / Avg Loss | 4.7089 | 9.2862 | 1.6274 | 1.5064 | 1.6277 | 1.4112 |
Largest Winning Trade | 681451 | 681451 | 68680 | 10556661 | 10556661 | 8020587 |
Largest Losing Trade | -57395 | -27452 | -57395 | -6014951 | -5170298 | -6014951 |
Avg Bars in Trades | 95 | 69 | 122 | 95 | 69 | 122 |
Avg Bars in Winners | 135 | 87 | 176 | 135 | 87 | 176 |
Avg Bars in Losers | 62 | 56 | 69 | 62 | 56 | 69 |
Bars Traded | 6909 | 2489 | 4420 | 6909 | 2489 | 4420 |
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 | -66182 | 585682 | -236591 | -75578 | -35504 | 336750 |
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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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