Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2115580.4335 | 2183849.3487 | -68268.9153 | 479255.2527 | 9958332.471 | -9479077.2183 |
Total P&L (%) | 2115.5804 | 2183.8493 | -68.2689 | 479.2553 | 9958.3325 | -9479.0772 |
Avg Daily Profit (%) | 1.0354 | 1.0688 | -0.0334 | 0.086 | 0.2259 | 0 |
Buy And Hold Return (%) | 3160.6061 | 3160.6061 | 3160.6061 | 3160.6061 | 3160.6061 | 3160.6061 |
Max Trade Drawdown | -183516 | -90250 | -166439 | -22459045 | -12541597 | -11565817 |
Profit Factor | 4.3117 | 6.7402 | 0.7358 | 1.0173 | 1.646 | 0.2292 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 53.4483 | 58.6207 | 48.2759 | 53.4483 | 58.6207 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.7553 | 4.7578 | 0.7883 | 0.886 | 1.1619 | 0.2455 |
Largest Winning Trade | 1388299 | 1388299 | 60054 | 18769168 | 18769168 | 1749826 |
Largest Losing Trade | -90250 | -90250 | -58454 | -12393685 | -12393685 | -10751137 |
Avg Bars in Trades | 124 | 180 | 69 | 124 | 180 | 69 |
Avg Bars in Winners | 115 | 143 | 82 | 115 | 143 | 82 |
Avg Bars in Losers | 135 | 232 | 57 | 135 | 232 | 57 |
Bars Traded | 7246 | 5227 | 2019 | 7246 | 5227 | 2019 |
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 | -324170 | -142787 | -581503 | -626132 | 300619 | -581503 |
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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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