Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1023675.6844 | 931903.7425 | 91771.9418 | 3620817.8436 | 2765577.8686 | 855239.9751 |
Total P&L (%) | 1023.6757 | 931.9037 | 91.7719 | 3620.8178 | 2765.5779 | 855.24 |
Avg Daily Profit (%) | 0.5648 | 0.5142 | 0.0506 | 0.1997 | 0.1853 | 0.1246 |
Buy And Hold Return (%) | 642.9731 | 642.9731 | 642.9731 | 642.9731 | 642.9731 | 642.9731 |
Max Trade Drawdown | -69325 | -77654 | -39902 | -2165286 | -1258912 | -1004117 |
Profit Factor | 3.7704 | 5.9704 | 1.5042 | 1.4978 | 1.7193 | 1.2494 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 50 | 51.7241 | 48.2759 | 50 | 51.7241 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.7704 | 5.5723 | 1.6117 | 1.4978 | 1.6047 | 1.3387 |
Largest Winning Trade | 434817 | 434817 | 71824 | 2098463 | 2098463 | 1803448 |
Largest Losing Trade | -49962 | -31965 | -49962 | -1249961 | -1249961 | -894771 |
Avg Bars in Trades | 56 | 60 | 52 | 56 | 60 | 52 |
Avg Bars in Winners | 74 | 63 | 85 | 74 | 63 | 85 |
Avg Bars in Losers | 38 | 57 | 21 | 38 | 57 | 21 |
Bars Traded | 3269 | 1759 | 1510 | 3269 | 1759 | 1510 |
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 | -171059 | -6577 | -289356 | -171084 | 337845 | -90290 |
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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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