Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1541026.5321 | 1470533.6026 | 70492.9295 | 2411991.4169 | -1294243.7014 | 3706235.1184 |
Total P&L (%) | 1541.0265 | 1470.5336 | 70.4929 | 2411.9914 | -1294.2437 | 3706.2351 |
Avg Daily Profit (%) | 0.8608 | 0.8214 | 0.0394 | 0.1802 | 0 | 0.2035 |
Buy And Hold Return (%) | 334.2092 | 334.2092 | 334.2092 | 334.2092 | 334.2092 | 334.2092 |
Max Trade Drawdown | -100320 | -118535 | -58848 | -6991109 | -6969160 | -2223153 |
Profit Factor | 4.4944 | 7.2829 | 1.3406 | 1.108 | 0.906 | 1.4332 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 43.1034 | 37.931 | 48.2759 | 43.1034 | 37.931 | 48.2759 |
Ratio Avg Win / Avg Loss | 5.9326 | 11.9174 | 1.4364 | 1.4626 | 1.4826 | 1.5356 |
Largest Winning Trade | 848531 | 848531 | 67465 | 3157443 | 3157443 | 2405318 |
Largest Losing Trade | -38518 | -31597 | -38518 | -1793417 | -1525395 | -1793417 |
Avg Bars in Trades | 88 | 66 | 110 | 88 | 66 | 110 |
Avg Bars in Winners | 159 | 134 | 178 | 159 | 134 | 178 |
Avg Bars in Losers | 35 | 24 | 47 | 35 | 24 | 47 |
Bars Traded | 5138 | 1928 | 3210 | 5138 | 1928 | 3210 |
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 | -163218 | 543512 | -306478 | -276019 | -583859 | 336627 |
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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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