Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1757617.9697 | 1573543.98 | 184073.9898 | 4694514.9407 | -1289066.7289 | 5983581.6696 |
Total P&L (%) | 1757.618 | 1573.544 | 184.074 | 4694.5149 | -1289.0667 | 5983.5817 |
Avg Daily Profit (%) | 0.8437 | 0.7553 | 0.0884 | 0.1859 | 0 | 0.1974 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85969 | -88573 | -48983 | -4849028 | -4433390 | -2206908 |
Profit Factor | 4.4593 | 6.6162 | 1.8077 | 1.3057 | 0.8621 | 1.9951 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 44.5946 | 35.1351 | 54.0541 | 44.5946 | 35.1351 | 54.0541 |
Ratio Avg Win / Avg Loss | 5.5404 | 12.2145 | 1.5365 | 1.6222 | 1.5915 | 1.6958 |
Largest Winning Trade | 1448022 | 1448022 | 64962 | 3490540 | 2097751 | 3490540 |
Largest Losing Trade | -24430 | -23618 | -24430 | -1883517 | -1883517 | -1663580 |
Avg Bars in Trades | 329 | 272 | 386 | 329 | 272 | 386 |
Avg Bars in Winners | 586 | 534 | 620 | 586 | 534 | 620 |
Avg Bars in Losers | 123 | 131 | 111 | 123 | 131 | 111 |
Bars Traded | 24405 | 10100 | 14305 | 24405 | 10100 | 14305 |
Profit Streak | 0 | 0 | 152.3081 | 0 | 0 | 152.3081 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50277 | 559328 | -70074 | -61732 | -583775 | 478824 |
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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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