Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2102425.9568 | 1973855.6829 | 128570.2739 | 10507757.7635 | 6587056.3213 | 3920701.4422 |
Total P&L (%) | 2102.426 | 1973.8557 | 128.5703 | 10507.7578 | 6587.0563 | 3920.7014 |
Avg Daily Profit (%) | 0.9259 | 0.8693 | 0.0566 | 0.2056 | 0.1853 | 0.1628 |
Buy And Hold Return (%) | 244.6701 | 244.6701 | 244.6701 | 244.6701 | 244.6701 | 244.6701 |
Max Trade Drawdown | -109404 | -72797 | -104041 | -16664632 | -14832310 | -7959847 |
Profit Factor | 5.138 | 8.9338 | 1.4959 | 1.2041 | 1.2461 | 1.1586 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 42.2535 | 38.8889 | 45.7143 | 42.2535 | 38.8889 | 45.7143 |
Ratio Avg Win / Avg Loss | 7.0219 | 14.0389 | 1.7763 | 1.6455 | 1.9581 | 1.3758 |
Largest Winning Trade | 1275464 | 1275464 | 64929 | 10863216 | 10863216 | 5697103 |
Largest Losing Trade | -39850 | -23438 | -39850 | -6149091 | -6149091 | -5190489 |
Avg Bars in Trades | 91 | 84 | 98 | 91 | 84 | 98 |
Avg Bars in Winners | 158 | 150 | 165 | 158 | 150 | 165 |
Avg Bars in Losers | 42 | 42 | 43 | 42 | 42 | 43 |
Bars Traded | 6502 | 3039 | 3464 | 6502 | 3039 | 3464 |
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 | -73118 | 627525 | -282372 | -85595 | 160344 | -40065 |
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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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