Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2227075.9846 | 2043200.7586 | 183875.226 | 32435096.5063 | 5899428.6034 | 26535667.9029 |
Total P&L (%) | 2227.076 | 2043.2008 | 183.8752 | 32435.0965 | 5899.4286 | 26535.6679 |
Avg Daily Profit (%) | 0.9828 | 0.9017 | 0.0811 | 0.2556 | 0.1808 | 0.2468 |
Buy And Hold Return (%) | 328.529 | 328.529 | 328.529 | 328.529 | 328.529 | 328.529 |
Max Trade Drawdown | -76347 | -43400 | -50659 | -30168722 | -23982371 | -12215648 |
Profit Factor | 7.4932 | 11.8448 | 2.1895 | 1.4342 | 1.1329 | 1.8756 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 55.9322 | 53.3333 | 58.6207 | 55.9322 | 53.3333 | 58.6207 |
Ratio Avg Win / Avg Loss | 5.9037 | 10.3642 | 1.5455 | 1.13 | 0.9913 | 1.3239 |
Largest Winning Trade | 1545200 | 1545200 | 62345 | 17438205 | 17438205 | 16574312 |
Largest Losing Trade | -31344 | -31344 | -27875 | -14678010 | -14678010 | -8312858 |
Avg Bars in Trades | 145 | 127 | 163 | 145 | 127 | 163 |
Avg Bars in Winners | 204 | 197 | 210 | 204 | 197 | 210 |
Avg Bars in Losers | 71 | 48 | 97 | 71 | 48 | 97 |
Bars Traded | 8589 | 3839 | 4750 | 8589 | 3839 | 4750 |
Profit Streak | 0 | 0 | 165.16 | 0 | 0 | 165.16 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157025 | 779277 | -244195 | -169313 | -67778 | 464955 |
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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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