Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2090995.5228 | 1925569.6822 | 165425.8406 | 23355456.2138 | 4839589.609 | 18515866.6048 |
Total P&L (%) | 2090.9955 | 1925.5697 | 165.4258 | 23355.4562 | 4839.5896 | 18515.8666 |
Avg Daily Profit (%) | 0.9203 | 0.8475 | 0.0728 | 0.2405 | 0.1718 | 0.2303 |
Buy And Hold Return (%) | 180.112 | 180.112 | 180.112 | 180.112 | 180.112 | 180.112 |
Max Trade Drawdown | -78682 | -37109 | -58153 | -16755928 | -14314349 | -6641404 |
Profit Factor | 6.8551 | 11.4029 | 1.9616 | 1.4514 | 1.1591 | 1.868 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 52.6316 | 48.2759 | 57.1429 | 52.6316 | 48.2759 | 57.1429 |
Ratio Avg Win / Avg Loss | 6.1696 | 12.2174 | 1.4712 | 1.3062 | 1.2419 | 1.401 |
Largest Winning Trade | 1427851 | 1427851 | 62521 | 12133485 | 11504994 | 12133485 |
Largest Losing Trade | -32354 | -32354 | -30806 | -7872176 | -7872176 | -6141293 |
Avg Bars in Trades | 112 | 100 | 126 | 112 | 100 | 126 |
Avg Bars in Winners | 163 | 157 | 167 | 163 | 157 | 167 |
Avg Bars in Losers | 57 | 46 | 70 | 57 | 46 | 70 |
Bars Traded | 6437 | 2903 | 3534 | 6437 | 2903 | 3534 |
Profit Streak | 0 | 0 | 170.0697 | 0 | 0 | 170.0697 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157359 | 756356 | -278049 | -169765 | -38418 | -8430 |
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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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