Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1660911.2309 | 1479096.5658 | 181814.6651 | 16482062.308 | 12274191.0087 | 4207871.2993 |
Total P&L (%) | 1660.9112 | 1479.0966 | 181.8147 | 16482.0623 | 12274.191 | 4207.8713 |
Avg Daily Profit (%) | 0.8984 | 0.8001 | 0.0983 | 0.2768 | 0.261 | 0.2038 |
Buy And Hold Return (%) | 64.4785 | 64.4785 | 64.4785 | 64.4785 | 64.4785 | 64.4785 |
Max Trade Drawdown | -62928 | -36860 | -52616 | -9278248 | -5513435 | -7286721 |
Profit Factor | 6.1489 | 10.7624 | 2.0628 | 1.5476 | 1.7792 | 1.2933 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 48.2759 | 51.7241 | 44.8276 | 48.2759 | 51.7241 | 44.8276 |
Ratio Avg Win / Avg Loss | 6.5881 | 10.0449 | 2.5389 | 1.6582 | 1.6606 | 1.5918 |
Largest Winning Trade | 1178432 | 1178432 | 75989 | 9253915 | 9253915 | 6701907 |
Largest Losing Trade | -37604 | -23984 | -37604 | -5588464 | -3738002 | -5588464 |
Avg Bars in Trades | 87 | 86 | 88 | 87 | 86 | 88 |
Avg Bars in Winners | 142 | 133 | 153 | 142 | 133 | 153 |
Avg Bars in Losers | 35 | 36 | 35 | 35 | 36 | 35 |
Bars Traded | 5081 | 2521 | 2560 | 5081 | 2521 | 2560 |
Profit Streak | 58.2032 | 58.2032 | 72.5365 | 58.2032 | 58.2032 | 72.5365 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157411 | 807246 | -62532 | -167788 | 455836 | 277757 |
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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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