Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191226.7932 | 1126682.2756 | 64544.5177 | 36980855.7276 | 41653863.4179 | -4673007.6904 |
Total P&L (%) | 1191.2268 | 1126.6823 | 64.5445 | 36980.8557 | 41653.8634 | -4673.0077 |
Avg Daily Profit (%) | 0.6404 | 0.6057 | 0.0347 | 0.3185 | 0.3249 | 0 |
Buy And Hold Return (%) | 7503.6031 | 7503.6031 | 7503.6031 | 7503.6031 | 7503.6031 | 7503.6031 |
Max Trade Drawdown | -88760 | -78758 | -60416 | -21281490 | -2819872 | -19385837 |
Profit Factor | 3.7641 | 7.913 | 1.2409 | 2.1722 | 7.0909 | 0.8109 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 64.8649 | 70.2703 | 59.4595 | 64.8649 | 70.2703 | 59.4595 |
Ratio Avg Win / Avg Loss | 2.0389 | 3.3478 | 0.846 | 1.1766 | 3 | 0.5529 |
Largest Winning Trade | 303714 | 303714 | 60947 | 18404812 | 18404812 | 13362317 |
Largest Losing Trade | -74529 | -60754 | -74529 | -19196340 | -2819872 | -19196340 |
Avg Bars in Trades | 141 | 154 | 129 | 141 | 154 | 129 |
Avg Bars in Winners | 172 | 185 | 156 | 172 | 185 | 156 |
Avg Bars in Losers | 86 | 82 | 88 | 86 | 82 | 88 |
Bars Traded | 10501 | 5718 | 4783 | 10501 | 5718 | 4783 |
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 | -213660 | -143111 | -313032 | -55897 | 694835 | -579546 |
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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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