Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2495692.9438 | 2321640.2109 | 174052.7329 | 20110752.9038 | 19799786.675 | 310966.2288 |
Total P&L (%) | 2495.6929 | 2321.6402 | 174.0527 | 20110.7529 | 19799.7867 | 310.9662 |
Avg Daily Profit (%) | 1.123 | 1.0447 | 0.0783 | 0.2392 | 0.2385 | 0.0636 |
Buy And Hold Return (%) | 185.4605 | 185.4605 | 185.4605 | 185.4605 | 185.4605 | 185.4605 |
Max Trade Drawdown | -151584 | -64638 | -105921 | -17309695 | -9214411 | -12925590 |
Profit Factor | 6.6334 | 14.4213 | 1.6446 | 1.3194 | 1.972 | 1.0073 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 45.2055 | 47.2222 | 43.2432 | 45.2055 | 47.2222 | 43.2432 |
Ratio Avg Win / Avg Loss | 8.0405 | 16.1179 | 2.1585 | 1.5993 | 2.204 | 1.3221 |
Largest Winning Trade | 2025745 | 2025745 | 53878 | 12870738 | 11755765 | 12870738 |
Largest Losing Trade | -61733 | -37767 | -61733 | -10128985 | -2710349 | -10128985 |
Avg Bars in Trades | 116 | 109 | 123 | 116 | 109 | 123 |
Avg Bars in Winners | 203 | 172 | 236 | 203 | 172 | 236 |
Avg Bars in Losers | 45 | 53 | 37 | 45 | 53 | 37 |
Bars Traded | 8524 | 3953 | 4571 | 8524 | 3953 | 4571 |
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 | -56167 | 749675 | -253661 | -68456 | 397096 | -332142 |
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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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