Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1670672.6872 | 1489790.8615 | 180881.8258 | 3934488.1574 | -3075158.6668 | 7009646.8242 |
Total P&L (%) | 1670.6727 | 1489.7909 | 180.8818 | 3934.4882 | -3075.1587 | 7009.6468 |
Avg Daily Profit (%) | 0.7022 | 0.6262 | 0.076 | 0.1555 | 0 | 0.1794 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140279 | -117257 | -52439 | -30665967 | -26467021 | -6824202 |
Profit Factor | 3.4207 | 4.74 | 1.6199 | 1.0588 | 0.931 | 1.3137 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 42.4658 | 40.5405 | 44.4444 | 42.4658 | 40.5405 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.6345 | 6.952 | 2.0248 | 1.4345 | 1.3654 | 1.6421 |
Largest Winning Trade | 933970 | 933970 | 62553 | 20373581 | 20373581 | 9480484 |
Largest Losing Trade | -55947 | -55947 | -37042 | -16504635 | -16504635 | -4648066 |
Avg Bars in Trades | 190 | 223 | 156 | 190 | 223 | 156 |
Avg Bars in Winners | 298 | 336 | 263 | 298 | 336 | 263 |
Avg Bars in Losers | 110 | 147 | 70 | 110 | 147 | 70 |
Bars Traded | 13913 | 8284 | 5629 | 13913 | 8284 | 5629 |
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 | -60335 | 562009 | -90532 | -227367 | -582784 | 251192 |
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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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