Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3822505.3394 | 3925546.9582 | -103041.6188 | 151418.3569 | 137388.7427 | 14029.6143 |
Total P&L (%) | 3822.5053 | 3925.547 | -103.0416 | 151.4184 | 137.3887 | 14.0296 |
Avg Daily Profit (%) | 1.9463 | 1.9988 | -0.0525 | 0.047 | 0.044 | 0.0067 |
Buy And Hold Return (%) | 1785.6859 | 1785.6859 | 1785.6859 | 1785.6859 | 1785.6859 | 1785.6859 |
Max Trade Drawdown | -276254 | -78183 | -225897 | -181356 | -79941 | -150266 |
Profit Factor | 7.9893 | 20.027 | 0.6975 | 1.242 | 1.5074 | 1.0395 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 48.6486 | 51.3514 | 45.9459 | 48.6486 | 51.3514 | 45.9459 |
Ratio Avg Win / Avg Loss | 8.4332 | 18.9729 | 0.8205 | 1.311 | 1.4281 | 1.223 |
Largest Winning Trade | 3934978 | 3934978 | 47926 | 146189 | 146189 | 89511 |
Largest Losing Trade | -60071 | -51892 | -60071 | -53191 | -45713 | -53191 |
Avg Bars in Trades | 50 | 45 | 55 | 50 | 45 | 55 |
Avg Bars in Winners | 72 | 68 | 76 | 72 | 68 | 76 |
Avg Bars in Losers | 30 | 21 | 38 | 30 | 21 | 38 |
Bars Traded | 3759 | 1699 | 2060 | 3759 | 1699 | 2060 |
Profit Streak | 0 | 0 | 601.0629 | 0 | 0 | 601.0629 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52565 | 624558 | -581765 | -365553 | -298348 | -527689 |
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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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