Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1646056.2409 | 1527084.2961 | 118971.9448 | 13636346.3694 | 13033423.0948 | 602923.2746 |
Total P&L (%) | 1646.0562 | 1527.0843 | 118.9719 | 13636.3464 | 13033.4231 | 602.9233 |
Avg Daily Profit (%) | 0.9037 | 0.8384 | 0.0653 | 0.2706 | 0.2681 | 0.1071 |
Buy And Hold Return (%) | 828.6449 | 828.6449 | 828.6449 | 828.6449 | 828.6449 | 828.6449 |
Max Trade Drawdown | -86398 | -65018 | -62789 | -21439141 | -17593930 | -9175565 |
Profit Factor | 4.7186 | 7.5335 | 1.5694 | 1.2365 | 1.3899 | 1.0249 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 43.1034 | 41.3793 | 44.8276 | 43.1034 | 41.3793 | 44.8276 |
Ratio Avg Win / Avg Loss | 6.2285 | 10.6725 | 1.9316 | 1.6322 | 1.969 | 1.2614 |
Largest Winning Trade | 765729 | 765729 | 67781 | 19195975 | 19195975 | 8417905 |
Largest Losing Trade | -42343 | -33873 | -42343 | -10465107 | -10465107 | -4936316 |
Avg Bars in Trades | 59 | 63 | 55 | 59 | 63 | 55 |
Avg Bars in Winners | 92 | 103 | 81 | 92 | 103 | 81 |
Avg Bars in Losers | 34 | 35 | 33 | 34 | 35 | 33 |
Bars Traded | 3453 | 1846 | 1607 | 3453 | 1846 | 1607 |
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 | -168316 | 373807 | -270722 | -172733 | 250445 | -410567 |
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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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