Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6026347.2422 | 6102908.8335 | -76561.5913 | 449345.4614 | 553143.6988 | -103798.2374 |
Total P&L (%) | 6026.3472 | 6102.9088 | -76.5616 | 449.3455 | 553.1437 | -103.7982 |
Avg Daily Profit (%) | 3.0692 | 3.1082 | -0.039 | 0.0868 | 0.0956 | 0 |
Buy And Hold Return (%) | 1512.4097 | 1512.4097 | 1512.4097 | 1512.4097 | 1512.4097 | 1512.4097 |
Max Trade Drawdown | -180438 | -56561 | -156026 | -485578 | -389950 | -423493 |
Profit Factor | 12.9593 | 29.6912 | 0.7371 | 1.2083 | 1.5842 | 0.9142 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 34.4828 | 34.4828 | 34.4828 | 34.4828 | 34.4828 | 34.4828 |
Ratio Avg Win / Avg Loss | 24.6227 | 56.4133 | 1.4004 | 2.2958 | 3.0099 | 1.737 |
Largest Winning Trade | 6179533 | 6179533 | 55442 | 711532 | 711532 | 281649 |
Largest Losing Trade | -34906 | -27843 | -34906 | -188249 | -153848 | -188249 |
Avg Bars in Trades | 130 | 116 | 144 | 130 | 116 | 144 |
Avg Bars in Winners | 255 | 232 | 279 | 255 | 232 | 279 |
Avg Bars in Losers | 64 | 55 | 73 | 64 | 55 | 73 |
Bars Traded | 7568 | 3384 | 4184 | 7568 | 3384 | 4184 |
Profit Streak | 0 | 0 | 586.9622 | 0 | 0 | 586.9622 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164383 | 555026 | -584242 | -428029 | -233830 | -583131 |
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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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