Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2107058.1392 | 2033035.7066 | 74022.4326 | 4933156.3159 | 3188495.5556 | 1744660.7603 |
Total P&L (%) | 2107.0581 | 2033.0357 | 74.0224 | 4933.1563 | 3188.4956 | 1744.6608 |
Avg Daily Profit (%) | 0.9334 | 0.9006 | 0.0328 | 0.1737 | 0.1549 | 0.1292 |
Buy And Hold Return (%) | 520.462 | 520.462 | 520.462 | 520.462 | 520.462 | 520.462 |
Max Trade Drawdown | -145638 | -72966 | -89263 | -8033313 | -5474672 | -4293622 |
Profit Factor | 5.0332 | 8.0916 | 1.314 | 1.1918 | 1.2546 | 1.1322 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 45.614 | 37.931 | 53.5714 | 45.614 | 37.931 | 53.5714 |
Ratio Avg Win / Avg Loss | 6.0011 | 13.2408 | 1.1388 | 1.421 | 2.053 | 0.9812 |
Largest Winning Trade | 1003778 | 1003778 | 57658 | 3977086 | 3977086 | 3965510 |
Largest Losing Trade | -55559 | -55559 | -39630 | -3576142 | -2035016 | -3576142 |
Avg Bars in Trades | 106 | 80 | 133 | 106 | 80 | 133 |
Avg Bars in Winners | 163 | 129 | 189 | 163 | 129 | 189 |
Avg Bars in Losers | 58 | 50 | 68 | 58 | 50 | 68 |
Bars Traded | 6062 | 2331 | 3731 | 6062 | 2331 | 3731 |
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 | -162283 | 530187 | -335284 | -182966 | 116583 | -120305 |
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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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