Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1712957.5398 | 1566410.8146 | 146546.7252 | 16897769.8214 | 5831851.0615 | 11065918.7598 |
Total P&L (%) | 1712.9575 | 1566.4108 | 146.5467 | 16897.7698 | 5831.8511 | 11065.9188 |
Avg Daily Profit (%) | 0.7582 | 0.6933 | 0.0649 | 0.2276 | 0.1809 | 0.2089 |
Buy And Hold Return (%) | 259.4595 | 259.4595 | 259.4595 | 259.4595 | 259.4595 | 259.4595 |
Max Trade Drawdown | -111296 | -31862 | -104363 | -10326956 | -6240200 | -4086756 |
Profit Factor | 5.7446 | 11.2341 | 1.7046 | 1.752 | 1.4619 | 2.1241 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 52.6316 | 48.2759 | 57.1429 | 52.6316 | 48.2759 | 57.1429 |
Ratio Avg Win / Avg Loss | 5.1701 | 12.0365 | 1.2785 | 1.5768 | 1.5663 | 1.5931 |
Largest Winning Trade | 1052354 | 1052354 | 62874 | 6604283 | 6604283 | 4896099 |
Largest Losing Trade | -37424 | -31555 | -37424 | -6209786 | -6209786 | -3566908 |
Avg Bars in Trades | 110 | 100 | 121 | 110 | 100 | 121 |
Avg Bars in Winners | 169 | 163 | 175 | 169 | 163 | 175 |
Avg Bars in Losers | 44 | 40 | 49 | 44 | 40 | 49 |
Bars Traded | 6309 | 2903 | 3406 | 6309 | 2903 | 3406 |
Profit Streak | 0 | 0 | 320.0152 | 0 | 0 | 320.0152 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158274 | 698936 | -289143 | -167563 | 335980 | -7009 |
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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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