Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1956891.3327 | 1784539.0877 | 172352.245 | 6978538.6132 | 611355.9135 | 6367182.6997 |
Total P&L (%) | 1956.8913 | 1784.5391 | 172.3522 | 6978.5386 | 611.3559 | 6367.1827 |
Avg Daily Profit (%) | 1.0504 | 0.9579 | 0.0925 | 0.2289 | 0.1054 | 0.224 |
Buy And Hold Return (%) | 55.2846 | 55.2846 | 55.2846 | 55.2846 | 55.2846 | 55.2846 |
Max Trade Drawdown | -91943 | -62780 | -45948 | -10442298 | -6392915 | -5758779 |
Profit Factor | 7.3359 | 11.148 | 2.2958 | 1.283 | 1.0499 | 1.5129 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 50.8772 | 44.8276 | 57.1429 | 50.8772 | 44.8276 | 57.1429 |
Ratio Avg Win / Avg Loss | 7.083 | 13.7206 | 1.7219 | 1.2388 | 1.2922 | 1.1347 |
Largest Winning Trade | 1653271 | 1653271 | 63337 | 5722760 | 3046566 | 5722760 |
Largest Losing Trade | -27546 | -21161 | -27546 | -4241997 | -2186157 | -4241997 |
Avg Bars in Trades | 60 | 43 | 78 | 60 | 43 | 78 |
Avg Bars in Winners | 90 | 63 | 111 | 90 | 63 | 111 |
Avg Bars in Losers | 30 | 26 | 34 | 30 | 26 | 34 |
Bars Traded | 3463 | 1256 | 2207 | 3463 | 1256 | 2207 |
Profit Streak | 55.4633 | 67.4633 | 55.4633 | 55.4633 | 67.4633 | 55.4633 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156071 | 746452 | -87658 | -169718 | -218591 | -9939 |
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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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