Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1646090.8487 | 1556155.543 | 89935.3057 | 4026076.6926 | 2142675.8809 | 1883400.8117 |
Total P&L (%) | 1646.0908 | 1556.1555 | 89.9353 | 4026.0767 | 2142.6759 | 1883.4008 |
Avg Daily Profit (%) | 0.7255 | 0.6858 | 0.0396 | 0.1641 | 0.1372 | 0.1317 |
Buy And Hold Return (%) | 325.8675 | 325.8675 | 325.8675 | 325.8675 | 325.8675 | 325.8675 |
Max Trade Drawdown | -66287 | -61999 | -78655 | -1703155 | -1430567 | -1095013 |
Profit Factor | 4.6877 | 8.5912 | 1.3726 | 1.5161 | 1.5332 | 1.4981 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 50 | 48.2759 | 51.7241 | 50 | 48.2759 | 51.7241 |
Ratio Avg Win / Avg Loss | 4.6877 | 9.2048 | 1.2811 | 1.5161 | 1.6427 | 1.3982 |
Largest Winning Trade | 1103265 | 1103265 | 57935 | 1920554 | 1920554 | 1632383 |
Largest Losing Trade | -43211 | -32530 | -43211 | -728006 | -706335 | -728006 |
Avg Bars in Trades | 150 | 157 | 142 | 150 | 157 | 142 |
Avg Bars in Winners | 210 | 230 | 192 | 210 | 230 | 192 |
Avg Bars in Losers | 89 | 89 | 89 | 89 | 89 | 89 |
Bars Traded | 8704 | 4570 | 4134 | 8704 | 4570 | 4134 |
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 | -160703 | 664557 | -305038 | -169253 | -7885 | -16076 |
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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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