Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1577635.1914 | 1455203.2355 | 122431.9559 | 5019651.3881 | 937871.4313 | 4081779.9568 |
Total P&L (%) | 1577.6352 | 1455.2032 | 122.432 | 5019.6514 | 937.8714 | 4081.78 |
Avg Daily Profit (%) | 0.8542 | 0.7879 | 0.0663 | 0.2133 | 0.1268 | 0.2023 |
Buy And Hold Return (%) | 135.7452 | 135.7452 | 135.7452 | 135.7452 | 135.7452 | 135.7452 |
Max Trade Drawdown | -110516 | -80681 | -63930 | -22720814 | -14908257 | -10342361 |
Profit Factor | 4.7018 | 7.9553 | 1.5643 | 1.1377 | 1.0457 | 1.2558 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 54.2373 | 48.2759 | 60 | 54.2373 | 48.2759 | 60 |
Ratio Avg Win / Avg Loss | 3.9671 | 8.5235 | 1.0429 | 0.9599 | 1.1204 | 0.8372 |
Largest Winning Trade | 964311 | 964311 | 76540 | 8392564 | 8392564 | 5561900 |
Largest Losing Trade | -63930 | -41891 | -63930 | -11662853 | -11662853 | -10342361 |
Avg Bars in Trades | 60 | 64 | 56 | 60 | 64 | 56 |
Avg Bars in Winners | 88 | 101 | 78 | 88 | 101 | 78 |
Avg Bars in Losers | 27 | 29 | 24 | 27 | 29 | 24 |
Bars Traded | 3572 | 1875 | 1697 | 3572 | 1875 | 1697 |
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 | -158161 | 751140 | -267253 | -241554 | -194373 | 268323 |
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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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