Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1996208.5799 | 1859996.5751 | 136212.0049 | 11521563.3686 | 3962075.9122 | 7559487.4564 |
Total P&L (%) | 1996.2086 | 1859.9966 | 136.212 | 11521.5634 | 3962.0759 | 7559.4875 |
Avg Daily Profit (%) | 0.8851 | 0.8247 | 0.0604 | 0.2111 | 0.1644 | 0.1926 |
Buy And Hold Return (%) | 314.497 | 314.497 | 314.497 | 314.497 | 314.497 | 314.497 |
Max Trade Drawdown | -135334 | -48107 | -119220 | -13101926 | -9406397 | -5935182 |
Profit Factor | 5.6304 | 9.8384 | 1.6173 | 1.3888 | 1.234 | 1.5952 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 49.1228 | 41.3793 | 57.1429 | 49.1228 | 41.3793 | 57.1429 |
Ratio Avg Win / Avg Loss | 5.8315 | 13.9377 | 1.213 | 1.4384 | 1.7481 | 1.1964 |
Largest Winning Trade | 1401412 | 1401412 | 60815 | 7117927 | 7117927 | 5202707 |
Largest Losing Trade | -43060 | -30080 | -43060 | -4988553 | -4988553 | -3872226 |
Avg Bars in Trades | 150 | 133 | 168 | 150 | 133 | 168 |
Avg Bars in Winners | 238 | 236 | 239 | 238 | 236 | 239 |
Avg Bars in Losers | 65 | 60 | 73 | 65 | 60 | 73 |
Bars Traded | 8588 | 3869 | 4718 | 8588 | 3869 | 4718 |
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 | -158778 | 633033 | -296232 | -171082 | 184218 | -10267 |
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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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