Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1896149.2707 | 1753880.9743 | 142268.2963 | 4857178.7772 | -418122.7742 | 5275301.5515 |
Total P&L (%) | 1896.1493 | 1753.881 | 142.2683 | 4857.1788 | -418.1228 | 5275.3016 |
Avg Daily Profit (%) | 1.0209 | 0.9443 | 0.0766 | 0.2104 | 0 | 0.2148 |
Buy And Hold Return (%) | 78.649 | 78.649 | 78.649 | 78.649 | 78.649 | 78.649 |
Max Trade Drawdown | -80640 | -91554 | -35839 | -6516767 | -7335870 | -2471246 |
Profit Factor | 6.2761 | 10.2638 | 1.8366 | 1.2216 | 0.9668 | 1.566 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 42.1053 | 34.4828 | 50 | 42.1053 | 34.4828 | 50 |
Ratio Avg Win / Avg Loss | 8.6296 | 19.5012 | 1.8366 | 1.6797 | 1.8369 | 1.566 |
Largest Winning Trade | 1551522 | 1551522 | 60551 | 5542244 | 5542244 | 2669117 |
Largest Losing Trade | -35839 | -34135 | -35839 | -3573695 | -3573695 | -2471246 |
Avg Bars in Trades | 92 | 76 | 108 | 92 | 76 | 108 |
Avg Bars in Winners | 158 | 145 | 167 | 158 | 145 | 167 |
Avg Bars in Losers | 43 | 40 | 49 | 43 | 40 | 49 |
Bars Traded | 5247 | 2221 | 3026 | 5247 | 2221 | 3026 |
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 | -160683 | 566277 | -116408 | -173727 | -584089 | -10070 |
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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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