Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1835226.5199 | 1725770.9264 | 109455.5935 | 10118761.469 | 5399108.9365 | 4719652.5325 |
Total P&L (%) | 1835.2265 | 1725.7709 | 109.4556 | 10118.7615 | 5399.1089 | 4719.6525 |
Avg Daily Profit (%) | 0.8079 | 0.7597 | 0.0482 | 0.2039 | 0.1766 | 0.1707 |
Buy And Hold Return (%) | 478.022 | 478.022 | 478.022 | 478.022 | 478.022 | 478.022 |
Max Trade Drawdown | -79691 | -45922 | -80594 | -11154443 | -6610107 | -10549423 |
Profit Factor | 5.0839 | 8.8538 | 1.4766 | 1.2366 | 1.2544 | 1.219 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 46.6667 | 45.9459 | 47.3684 | 46.6667 | 45.9459 | 47.3684 |
Ratio Avg Win / Avg Loss | 5.8101 | 10.4162 | 1.6407 | 1.4132 | 1.4758 | 1.3544 |
Largest Winning Trade | 1219718 | 1219718 | 62303 | 6042864 | 6042864 | 4392465 |
Largest Losing Trade | -51132 | -26569 | -51132 | -6295304 | -3925717 | -6295304 |
Avg Bars in Trades | 85 | 109 | 61 | 85 | 109 | 61 |
Avg Bars in Winners | 123 | 168 | 81 | 123 | 168 | 81 |
Avg Bars in Losers | 51 | 59 | 42 | 51 | 59 | 42 |
Bars Traded | 6377 | 4055 | 2322 | 6377 | 4055 | 2322 |
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 | -43909 | 619557 | -293076 | -54806 | 218578 | 229178 |
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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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