Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1962772.724 | 1835122.043 | 127650.681 | 16090225.8161 | 6393201.6101 | 9697024.206 |
Total P&L (%) | 1962.7727 | 1835.122 | 127.6507 | 16090.2258 | 6393.2016 | 9697.0242 |
Avg Daily Profit (%) | 0.8666 | 0.8102 | 0.0564 | 0.2248 | 0.1844 | 0.2026 |
Buy And Hold Return (%) | 259.8446 | 259.8446 | 259.8446 | 259.8446 | 259.8446 | 259.8446 |
Max Trade Drawdown | -120762 | -46541 | -74221 | -7932250 | -5451875 | -7906100 |
Profit Factor | 7.3225 | 15.8508 | 1.6831 | 1.5998 | 1.5975 | 1.6014 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 42.1053 | 34.4828 | 50 | 42.1053 | 34.4828 | 50 |
Ratio Avg Win / Avg Loss | 10.0685 | 30.1166 | 1.6831 | 2.1998 | 3.0353 | 1.6014 |
Largest Winning Trade | 1350958 | 1350958 | 57698 | 7039563 | 5517286 | 7039563 |
Largest Losing Trade | -43697 | -19482 | -43697 | -4747184 | -1956859 | -4747184 |
Avg Bars in Trades | 141 | 124 | 159 | 141 | 124 | 159 |
Avg Bars in Winners | 272 | 259 | 280 | 272 | 259 | 280 |
Avg Bars in Losers | 46 | 52 | 38 | 46 | 52 | 38 |
Bars Traded | 8069 | 3600 | 4470 | 8069 | 3600 | 4470 |
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 | -160817 | 562087 | -301306 | -171292 | 173816 | -9964 |
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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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