Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1599675.7548 | 1490968.9945 | 108706.7603 | 2907595.5272 | 6705106.5852 | -3797511.058 |
Total P&L (%) | 1599.6758 | 1490.969 | 108.7068 | 2907.5955 | 6705.1066 | -3797.5111 |
Avg Daily Profit (%) | 0.7678 | 0.7157 | 0.0522 | 0.1635 | 0.2028 | 0 |
Buy And Hold Return (%) | 124.1176 | 124.1176 | 124.1176 | 124.1176 | 124.1176 | 124.1176 |
Max Trade Drawdown | -157505 | -116410 | -93480 | -21466066 | -17072069 | -14158565 |
Profit Factor | 3.5551 | 5.4475 | 1.3738 | 1.0416 | 1.1752 | 0.88 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 39.726 | 40.5405 | 38.8889 | 39.726 | 40.5405 | 38.8889 |
Ratio Avg Win / Avg Loss | 5.394 | 7.9896 | 2.1588 | 1.5803 | 1.7236 | 1.3829 |
Largest Winning Trade | 984985 | 984985 | 62525 | 16906209 | 16906209 | 5494286 |
Largest Losing Trade | -41081 | -41081 | -27604 | -4888008 | -4888008 | -3586860 |
Avg Bars in Trades | 338 | 283 | 394 | 338 | 283 | 394 |
Avg Bars in Winners | 635 | 525 | 752 | 635 | 525 | 752 |
Avg Bars in Losers | 142 | 118 | 166 | 142 | 118 | 166 |
Bars Traded | 24678 | 10475 | 14203 | 24678 | 10475 | 14203 |
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 | -60646 | 608222 | -291689 | -246224 | -22312 | -583434 |
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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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