Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941317.1488 | 784522.7537 | 156794.3951 | 18991845.2284 | 21173108.6617 | -2181263.4334 |
Total P&L (%) | 941.3171 | 784.5228 | 156.7944 | 18991.8452 | 21173.1087 | -2181.2634 |
Avg Daily Profit (%) | 0.3763 | 0.3137 | 0.0627 | 0.2102 | 0.2145 | 0 |
Buy And Hold Return (%) | 678.4812 | 678.4812 | 678.4812 | 678.4812 | 678.4812 | 678.4812 |
Max Trade Drawdown | -76112 | -41324 | -72964 | -6116536 | -4202692 | -6282302 |
Profit Factor | 3.919 | 7.2939 | 1.7925 | 1.895 | 3.1686 | 0.8096 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 60.3448 | 62.069 | 58.6207 | 60.3448 | 62.069 | 58.6207 |
Ratio Avg Win / Avg Loss | 2.5753 | 4.4574 | 1.2653 | 1.2453 | 1.9364 | 0.5715 |
Largest Winning Trade | 339042 | 339042 | 49770 | 14771944 | 14771944 | 2123804 |
Largest Losing Trade | -62505 | -21459 | -62505 | -4939347 | -4202692 | -4939347 |
Avg Bars in Trades | 169 | 178 | 160 | 169 | 178 | 160 |
Avg Bars in Winners | 182 | 173 | 192 | 182 | 173 | 192 |
Avg Bars in Losers | 148 | 185 | 115 | 148 | 185 | 115 |
Bars Traded | 9813 | 5165 | 4648 | 9813 | 5165 | 4648 |
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 | -206868 | -98106 | -271651 | -167547 | 566165 | -579715 |
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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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