Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1625736.875 | 1613364.385 | 12372.49 | 1073736.24 | 170006.1787 | 903730.0613 |
Total P&L (%) | 1625.7369 | 1613.3644 | 12.3725 | 1073.7362 | 170.0062 | 903.7301 |
Avg Daily Profit (%) | 0.689 | 0.6838 | 0.0052 | 0.1044 | 0.0421 | 0.0978 |
Buy And Hold Return (%) | 527.8102 | 527.8102 | 527.8102 | 527.8102 | 527.8102 | 527.8102 |
Max Trade Drawdown | -99696 | -147074 | -87006 | -1424485 | -1686897 | -390162 |
Profit Factor | 4.233 | 7.227 | 1.0508 | 1.2646 | 1.068 | 1.581 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 32.7586 | 31.0345 | 34.4828 | 32.7586 | 31.0345 | 34.4828 |
Ratio Avg Win / Avg Loss | 8.6888 | 16.0601 | 1.9964 | 2.5959 | 2.3732 | 3.0038 |
Largest Winning Trade | 1441679 | 1441679 | 62801 | 1364617 | 1364617 | 683313 |
Largest Losing Trade | -29760 | -27673 | -29760 | -502241 | -502241 | -350097 |
Avg Bars in Trades | 156 | 153 | 160 | 156 | 153 | 160 |
Avg Bars in Winners | 293 | 301 | 286 | 293 | 301 | 286 |
Avg Bars in Losers | 90 | 86 | 94 | 90 | 86 | 94 |
Bars Traded | 9097 | 4440 | 4657 | 9097 | 4440 | 4657 |
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 | -170072 | 367545 | -521266 | -245310 | -454535 | -73983 |
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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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