Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1869708.6273 | 1625204.4608 | 244504.1665 | 15957225.8033 | 5828683.0938 | 10128542.7095 |
Total P&L (%) | 1869.7086 | 1625.2045 | 244.5042 | 15957.2258 | 5828.6831 | 10128.5427 |
Avg Daily Profit (%) | 0.7839 | 0.6814 | 0.1025 | 0.2132 | 0.1713 | 0.1942 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110367 | -89845 | -51106 | -36224073 | -25441509 | -15348099 |
Profit Factor | 4.2173 | 6.1764 | 1.9151 | 1.1428 | 1.1008 | 1.1877 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 36.1111 | 30.5556 | 41.6667 | 36.1111 | 30.5556 | 41.6667 |
Ratio Avg Win / Avg Loss | 7.4613 | 14.0374 | 2.6811 | 2.0219 | 2.5019 | 1.6628 |
Largest Winning Trade | 1055094 | 1055094 | 69182 | 17988149 | 15451248 | 17988149 |
Largest Losing Trade | -38950 | -24664 | -38950 | -8026771 | -8026771 | -5797827 |
Avg Bars in Trades | 194 | 182 | 205 | 194 | 182 | 205 |
Avg Bars in Winners | 410 | 407 | 411 | 410 | 407 | 411 |
Avg Bars in Losers | 71 | 83 | 58 | 71 | 83 | 58 |
Bars Traded | 13972 | 6578 | 7394 | 13972 | 6578 | 7394 |
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 | -68929 | 472195 | -55732 | -143373 | -108260 | -8166 |
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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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