Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1651937.9746 | 1561945.0918 | 89992.8829 | 4120365.8417 | 2790294.8648 | 1330070.9769 |
Total P&L (%) | 1651.938 | 1561.9451 | 89.9929 | 4120.3658 | 2790.2949 | 1330.071 |
Avg Daily Profit (%) | 0.7286 | 0.6889 | 0.0397 | 0.1652 | 0.1485 | 0.1174 |
Buy And Hold Return (%) | 548.3915 | 548.3915 | 548.3915 | 548.3915 | 548.3915 | 548.3915 |
Max Trade Drawdown | -117614 | -74548 | -79477 | -3581541 | -1389983 | -2622995 |
Profit Factor | 4.0201 | 5.8124 | 1.4046 | 1.4282 | 1.5975 | 1.2686 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 53.4483 | 44.8276 | 62.069 | 53.4483 | 44.8276 | 62.069 |
Ratio Avg Win / Avg Loss | 3.5014 | 7.1537 | 0.8584 | 1.2439 | 1.9662 | 0.7753 |
Largest Winning Trade | 1029509 | 1029509 | 34503 | 1990492 | 1990492 | 1228253 |
Largest Losing Trade | -55559 | -55559 | -52746 | -1588315 | -846042 | -1588315 |
Avg Bars in Trades | 108 | 157 | 60 | 108 | 157 | 60 |
Avg Bars in Winners | 118 | 207 | 54 | 118 | 207 | 54 |
Avg Bars in Losers | 97 | 116 | 70 | 97 | 116 | 70 |
Bars Traded | 6317 | 4559 | 1758 | 6317 | 4559 | 1758 |
Profit Streak | 24.4 | 0 | 79.7334 | 24.4 | 0 | 79.7334 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161976 | 550598 | -304538 | -169900 | 189014 | -39615 |
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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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