Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4142843.1891 | 4030403.4737 | 112439.7155 | 4984271.4097 | 5530047.1077 | -545775.698 |
Total P&L (%) | 4142.8432 | 4030.4035 | 112.4397 | 4984.2714 | 5530.0471 | -545.7757 |
Avg Daily Profit (%) | 1.8743 | 1.8234 | 0.0509 | 0.1779 | 0.1825 | 0 |
Buy And Hold Return (%) | 688.0256 | 688.0256 | 688.0256 | 688.0256 | 688.0256 | 688.0256 |
Max Trade Drawdown | -124442 | -75836 | -73626 | -18293650 | -8968429 | -10625271 |
Profit Factor | 11.8292 | 23.7276 | 1.5479 | 1.1202 | 1.2899 | 0.9756 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 41.3793 | 37.931 | 44.8276 | 41.3793 | 37.931 | 44.8276 |
Ratio Avg Win / Avg Loss | 16.7581 | 38.827 | 1.9051 | 1.5869 | 2.1108 | 1.2008 |
Largest Winning Trade | 4002658 | 4002658 | 46658 | 8044405 | 8044405 | 4697786 |
Largest Losing Trade | -32819 | -32819 | -31632 | -5643255 | -5643255 | -4062708 |
Avg Bars in Trades | 221 | 202 | 239 | 221 | 202 | 239 |
Avg Bars in Winners | 425 | 383 | 460 | 425 | 383 | 460 |
Avg Bars in Losers | 77 | 92 | 60 | 77 | 92 | 60 |
Bars Traded | 12840 | 5884 | 6956 | 12840 | 5884 | 6956 |
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 | -160877 | 614615 | -290114 | -262247 | 153837 | -581177 |
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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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