Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1893238.0852 | 1644383.8907 | 248854.1945 | 10546879.492 | -4936943.4211 | 15483822.9131 |
Total P&L (%) | 1893.2381 | 1644.3839 | 248.8542 | 10546.8795 | -4936.9434 | 15483.8229 |
Avg Daily Profit (%) | 0.8019 | 0.6965 | 0.1054 | 0.1979 | 0 | 0.2141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86832 | -65842 | -51630 | -8714766 | -11451341 | -1507880 |
Profit Factor | 5.8491 | 7.11 | 3.0515 | 1.4047 | 0.7707 | 4.4204 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 48.2759 | 41.3793 | 55.1724 | 48.2759 | 41.3793 | 55.1724 |
Ratio Avg Win / Avg Loss | 6.2668 | 10.0725 | 2.4793 | 1.5051 | 1.0919 | 3.5915 |
Largest Winning Trade | 1512352 | 1512352 | 62508 | 7331233 | 4263550 | 7331233 |
Largest Losing Trade | -43062 | -38445 | -43062 | -5307092 | -5307092 | -1000916 |
Avg Bars in Trades | 78 | 77 | 80 | 78 | 77 | 80 |
Avg Bars in Winners | 116 | 122 | 112 | 116 | 122 | 112 |
Avg Bars in Losers | 43 | 45 | 41 | 43 | 45 | 41 |
Bars Traded | 4580 | 2251 | 2329 | 4580 | 2251 | 2329 |
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 | -158585 | 626466 | -45825 | -170315 | -582518 | 581159 |
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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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