Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1259616.2214 | 1171008.0119 | 88608.2096 | 4268926.414 | 4368646.8022 | -99720.3882 |
Total P&L (%) | 1259.6162 | 1171.008 | 88.6082 | 4268.9264 | 4368.6468 | -99.7204 |
Avg Daily Profit (%) | 0.5807 | 0.5399 | 0.0409 | 0.1743 | 0.1753 | -0.2707 |
Buy And Hold Return (%) | 375.1381 | 375.1381 | 375.1381 | 375.1381 | 375.1381 | 375.1381 |
Max Trade Drawdown | -113306 | -76631 | -91290 | -9363533 | -6523919 | -4447036 |
Profit Factor | 3.8209 | 6.2354 | 1.3976 | 1.2525 | 1.4837 | 0.9873 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 40.3509 | 41.3793 | 39.2857 | 40.3509 | 41.3793 | 39.2857 |
Ratio Avg Win / Avg Loss | 5.6483 | 8.8335 | 2.1599 | 1.8515 | 2.102 | 1.5259 |
Largest Winning Trade | 660492 | 660492 | 63956 | 8718528 | 8718528 | 2989641 |
Largest Losing Trade | -37703 | -21058 | -37703 | -3112621 | -2407097 | -3112621 |
Avg Bars in Trades | 141 | 128 | 155 | 141 | 128 | 155 |
Avg Bars in Winners | 260 | 211 | 314 | 260 | 211 | 314 |
Avg Bars in Losers | 61 | 70 | 52 | 61 | 70 | 52 |
Bars Traded | 8085 | 3739 | 4346 | 8085 | 3739 | 4346 |
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 | -167823 | 470172 | -327545 | -174529 | 242536 | -603222 |
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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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