Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1689659.3384 | 1478649.7705 | 211009.5679 | 4577115.9961 | 94967.2496 | 4482148.7465 |
Total P&L (%) | 1689.6593 | 1478.6498 | 211.0096 | 4577.116 | 94.9673 | 4482.1487 |
Avg Daily Profit (%) | 0.7063 | 0.6181 | 0.0882 | 0.1609 | 0.0279 | 0.16 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143554 | -84499 | -104494 | -28403216 | -16237754 | -19977807 |
Profit Factor | 3.4086 | 5.0058 | 1.6349 | 1.0623 | 1.0026 | 1.1201 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 42.6667 | 36.8421 | 48.6486 | 42.6667 | 36.8421 | 48.6486 |
Ratio Avg Win / Avg Loss | 4.5803 | 8.5814 | 1.7257 | 1.4275 | 1.7188 | 1.1823 |
Largest Winning Trade | 922497 | 922497 | 70787 | 13266539 | 13266539 | 12535771 |
Largest Losing Trade | -53115 | -35493 | -53115 | -11814109 | -8183980 | -11814109 |
Avg Bars in Trades | 123 | 105 | 142 | 123 | 105 | 142 |
Avg Bars in Winners | 205 | 187 | 220 | 205 | 187 | 220 |
Avg Bars in Losers | 62 | 58 | 68 | 62 | 58 | 68 |
Bars Traded | 9278 | 4018 | 5259 | 9278 | 4018 | 5259 |
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 | -45245 | 515034 | -72624 | -208384 | -377216 | -81227 |
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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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