Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1562927.2262 | 1476342.7825 | 86584.4437 | 850487.3303 | -190839.1309 | 1041326.4612 |
Total P&L (%) | 1562.9272 | 1476.3428 | 86.5844 | 850.4873 | -190.8391 | 1041.3265 |
Avg Daily Profit (%) | 0.8459 | 0.799 | 0.0469 | 0.1219 | 0 | 0.1319 |
Buy And Hold Return (%) | 82.8179 | 82.8179 | 82.8179 | 82.8179 | 82.8179 | 82.8179 |
Max Trade Drawdown | -124445 | -109438 | -53339 | -3793908 | -3809811 | -1232240 |
Profit Factor | 4.1754 | 5.4817 | 1.5319 | 1.0838 | 0.974 | 1.3698 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 50.8772 | 44.8276 | 57.1429 | 50.8772 | 44.8276 | 57.1429 |
Ratio Avg Win / Avg Loss | 4.0315 | 6.7467 | 1.1489 | 1.0465 | 1.1987 | 1.0274 |
Largest Winning Trade | 1320690 | 1320690 | 44231 | 2602317 | 2602317 | 956447 |
Largest Losing Trade | -48303 | -48303 | -32487 | -1989195 | -1989195 | -789863 |
Avg Bars in Trades | 122 | 149 | 94 | 122 | 149 | 94 |
Avg Bars in Winners | 132 | 147 | 119 | 132 | 147 | 119 |
Avg Bars in Losers | 112 | 151 | 60 | 112 | 151 | 60 |
Bars Traded | 6982 | 4339 | 2643 | 6982 | 4339 | 2643 |
Profit Streak | 29.4314 | 29.4314 | 68.4314 | 29.4314 | 29.4314 | 68.4314 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157985 | 712049 | -300025 | -336479 | -580637 | -35640 |
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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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