Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2333344.8048 | 2132818.4644 | 200526.3404 | 56133795.8485 | 22968890.1251 | 33164905.7233 |
Total P&L (%) | 2333.3448 | 2132.8185 | 200.5263 | 56133.7958 | 22968.8901 | 33164.9057 |
Avg Daily Profit (%) | 1.0269 | 0.9386 | 0.0882 | 0.2791 | 0.2397 | 0.2559 |
Buy And Hold Return (%) | 390.3347 | 390.3347 | 390.3347 | 390.3347 | 390.3347 | 390.3347 |
Max Trade Drawdown | -63012 | -32962 | -48519 | -47099970 | -21230867 | -36363469 |
Profit Factor | 8.6612 | 15.3089 | 2.2895 | 1.7225 | 1.7197 | 1.7244 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 59.6491 | 51.7241 | 67.8571 | 59.6491 | 51.7241 | 67.8571 |
Ratio Avg Win / Avg Loss | 5.8591 | 14.2883 | 1.0845 | 1.1652 | 1.6051 | 0.8168 |
Largest Winning Trade | 1655495 | 1655495 | 58609 | 29070587 | 21619440 | 29070587 |
Largest Losing Trade | -32962 | -32962 | -28455 | -18402380 | -10195290 | -18402380 |
Avg Bars in Trades | 111 | 100 | 122 | 111 | 100 | 122 |
Avg Bars in Winners | 140 | 133 | 146 | 140 | 133 | 146 |
Avg Bars in Losers | 68 | 65 | 72 | 68 | 65 | 72 |
Bars Traded | 6343 | 2915 | 3428 | 6343 | 2915 | 3428 |
Profit Streak | 0 | 0 | 327.2636 | 0 | 0 | 327.2636 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157039 | 754524 | -255448 | -167382 | 424984 | -8768 |
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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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