Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11187.0855 | 722069.1739 | -710882.0883 | 41526970.1996 | 3595313.9355 | 37931656.2641 |
Total P&L (%) | 11.1871 | 722.0692 | -710.8821 | 41526.9702 | 3595.3139 | 37931.6563 |
Avg Daily Profit (%) | 0.0049 | 0.3168 | -0.3119 | 0.265 | 0.1585 | 0.261 |
Buy And Hold Return (%) | 8836.2111 | 8836.2111 | 8836.2111 | 8836.2111 | 8836.2111 | 8836.2111 |
Max Trade Drawdown | -868173 | -70080 | -841202 | -17202334 | -14034948 | -8722571 |
Profit Factor | 1.0088 | 4.6166 | 0.3384 | 2.2327 | 1.1757 | 3.8674 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 16 | 19 | 31 | 15 | 16 |
Losing Trades | 23 | 13 | 10 | 27 | 14 | 13 |
Profitability (%) | 60.3448 | 55.1724 | 65.5172 | 53.4483 | 51.7241 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.6629 | 3.751 | 0.1781 | 1.9446 | 1.0974 | 3.1422 |
Largest Winning Trade | 383695 | 383695 | 40353 | 31577370 | 14252341 | 31577370 |
Largest Losing Trade | -461488 | -48569 | -461488 | -5328850 | -5328850 | -1753318 |
Avg Bars in Trades | 111 | 104 | 117 | 111 | 104 | 117 |
Avg Bars in Winners | 109 | 104 | 113 | 111 | 105 | 117 |
Avg Bars in Losers | 114 | 104 | 126 | 110 | 104 | 117 |
Bars Traded | 6457 | 3038 | 3419 | 6457 | 3038 | 3419 |
Profit Streak | 139.5855 | 139.5855 | 269.9188 | 139.5855 | 139.5855 | 417.2522 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -741350 | -147651 | -577471 | -166427 | -184176 | 559264 |
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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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