Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1390361.1728 | 1301202.8763 | 89158.2965 | 13810196.0202 | 10935188.2006 | 2875007.8196 |
Total P&L (%) | 1390.3612 | 1301.2029 | 89.1583 | 13810.196 | 10935.1882 | 2875.0078 |
Avg Daily Profit (%) | 0.634 | 0.5933 | 0.0407 | 0.2253 | 0.2147 | 0.1548 |
Buy And Hold Return (%) | 537.1915 | 537.1915 | 537.1915 | 537.1915 | 537.1915 | 537.1915 |
Max Trade Drawdown | -81238 | -66222 | -90874 | -2433215 | -2086781 | -911272 |
Profit Factor | 4.475 | 7.1829 | 1.4701 | 3.1452 | 3.3859 | 2.5504 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 41.0959 | 35.1351 | 47.2222 | 41.0959 | 35.1351 | 47.2222 |
Ratio Avg Win / Avg Loss | 6.4142 | 13.2607 | 1.6431 | 4.5081 | 6.2509 | 2.8504 |
Largest Winning Trade | 652808 | 652808 | 66985 | 7675979 | 7675979 | 1402558 |
Largest Losing Trade | -33665 | -31902 | -33665 | -2086781 | -2086781 | -911272 |
Avg Bars in Trades | 84 | 76 | 92 | 84 | 76 | 92 |
Avg Bars in Winners | 152 | 151 | 153 | 152 | 151 | 153 |
Avg Bars in Losers | 37 | 36 | 38 | 37 | 36 | 38 |
Bars Traded | 6183 | 2841 | 3342 | 6183 | 2841 | 3342 |
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 | -64060 | 362831 | -303223 | -65476 | 319067 | 371984 |
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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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