Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1314008.0225 | 1236048.2726 | 77959.7499 | 5036255.6635 | 3967587.1251 | 1068668.5384 |
Total P&L (%) | 1314.008 | 1236.0483 | 77.9598 | 5036.2557 | 3967.5871 | 1068.6685 |
Avg Daily Profit (%) | 0.7203 | 0.6776 | 0.0427 | 0.2162 | 0.2033 | 0.1349 |
Buy And Hold Return (%) | 867.6407 | 867.6407 | 867.6407 | 867.6407 | 867.6407 | 867.6407 |
Max Trade Drawdown | -131062 | -61951 | -89887 | -4025239 | -3324206 | -1657567 |
Profit Factor | 3.9428 | 6.1158 | 1.3805 | 1.5603 | 1.7325 | 1.2991 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 44.8276 | 44.8276 | 44.8276 | 44.8276 | 44.8276 | 44.8276 |
Ratio Avg Win / Avg Loss | 4.8527 | 7.5271 | 1.6991 | 1.9203 | 2.1324 | 1.5989 |
Largest Winning Trade | 695062 | 695062 | 75746 | 3444008 | 3444008 | 1882700 |
Largest Losing Trade | -32192 | -29552 | -32192 | -1297378 | -1297378 | -671292 |
Avg Bars in Trades | 118 | 105 | 131 | 118 | 105 | 131 |
Avg Bars in Winners | 197 | 176 | 219 | 197 | 176 | 219 |
Avg Bars in Losers | 54 | 48 | 60 | 54 | 48 | 60 |
Bars Traded | 6885 | 3065 | 3820 | 6885 | 3065 | 3820 |
Profit Streak | 0 | 173.0915 | 0 | 0 | 173.0915 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172132 | -14127 | -301983 | -171347 | 307420 | -107153 |
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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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