Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1627547.8527 | 1395349.1936 | 232198.6591 | 12261126.4439 | 28305.2572 | 12232821.1866 |
Total P&L (%) | 1627.5479 | 1395.3492 | 232.1987 | 12261.1264 | 28.3053 | 12232.8212 |
Avg Daily Profit (%) | 0.6837 | 0.5862 | 0.0975 | 0.2026 | 0.0105 | 0.2025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153182 | -103921 | -85814 | -73925578 | -60984862 | -47260884 |
Profit Factor | 3.6775 | 5.417 | 1.7953 | 1.0533 | 1.0002 | 1.1218 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 44.3038 | 42.5 | 46.1538 | 44.3038 | 42.5 | 46.1538 |
Ratio Avg Win / Avg Loss | 4.6232 | 7.3289 | 2.0946 | 1.3241 | 1.3532 | 1.3087 |
Largest Winning Trade | 768779 | 768779 | 73066 | 41372855 | 41372855 | 29866904 |
Largest Losing Trade | -39379 | -39379 | -36324 | -27174000 | -27174000 | -14806015 |
Avg Bars in Trades | 175 | 132 | 219 | 175 | 132 | 219 |
Avg Bars in Winners | 303 | 222 | 379 | 303 | 222 | 379 |
Avg Bars in Losers | 73 | 66 | 81 | 73 | 66 | 81 |
Bars Traded | 13859 | 5312 | 8547 | 13859 | 5312 | 8547 |
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 | -14495 | 595830 | -60810 | -187365 | -405282 | -80009 |
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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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