Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2039671.0494 | 1901776.4948 | 137894.5546 | 14087820.605 | 5749858.1789 | 8337962.4261 |
Total P&L (%) | 2039.671 | 1901.7765 | 137.8946 | 14087.8206 | 5749.8582 | 8337.9624 |
Avg Daily Profit (%) | 0.9046 | 0.8434 | 0.0612 | 0.22 | 0.1806 | 0.1969 |
Buy And Hold Return (%) | 275.6032 | 275.6032 | 275.6032 | 275.6032 | 275.6032 | 275.6032 |
Max Trade Drawdown | -146326 | -53271 | -109916 | -8018863 | -5623597 | -4070574 |
Profit Factor | 5.0296 | 8.0427 | 1.584 | 1.5779 | 1.3821 | 1.8935 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 50.8475 | 46.6667 | 55.1724 | 50.8475 | 46.6667 | 55.1724 |
Ratio Avg Win / Avg Loss | 4.8619 | 9.1916 | 1.287 | 1.5253 | 1.5796 | 1.5384 |
Largest Winning Trade | 1389484 | 1389484 | 54678 | 6569242 | 6569242 | 4321317 |
Largest Losing Trade | -40964 | -40084 | -40964 | -4892240 | -4892240 | -2230137 |
Avg Bars in Trades | 212 | 165 | 261 | 212 | 165 | 261 |
Avg Bars in Winners | 314 | 251 | 368 | 314 | 251 | 368 |
Avg Bars in Losers | 107 | 89 | 130 | 107 | 89 | 130 |
Bars Traded | 12545 | 4959 | 7586 | 12545 | 4959 | 7586 |
Profit Streak | 0 | 0 | 312.0509 | 0 | 0 | 312.0509 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158316 | 731582 | -273642 | -168288 | 296108 | 474773 |
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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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