Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2085246.1226 | 1946132.3257 | 139113.7969 | 10093028.2185 | 3578314.376 | 6514713.8425 |
Total P&L (%) | 2085.2461 | 1946.1323 | 139.1138 | 10093.0282 | 3578.3144 | 6514.7138 |
Avg Daily Profit (%) | 0.9424 | 0.8795 | 0.0629 | 0.2092 | 0.1631 | 0.1896 |
Buy And Hold Return (%) | 746.4444 | 746.4444 | 746.4444 | 746.4444 | 746.4444 | 746.4444 |
Max Trade Drawdown | -84936 | -60202 | -66142 | -18489117 | -15441331 | -13498382 |
Profit Factor | 5.4871 | 9.9711 | 1.5614 | 1.1299 | 1.0909 | 1.17 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 53.4483 | 51.7241 | 55.1724 | 53.4483 | 51.7241 | 55.1724 |
Ratio Avg Win / Avg Loss | 4.7791 | 9.3064 | 1.2687 | 0.9841 | 1.0182 | 0.9506 |
Largest Winning Trade | 1704221 | 1704221 | 46645 | 12120014 | 12120014 | 7430732 |
Largest Losing Trade | -33389 | -33389 | -31747 | -8666034 | -8666034 | -7937461 |
Avg Bars in Trades | 111 | 120 | 102 | 111 | 120 | 102 |
Avg Bars in Winners | 154 | 165 | 143 | 154 | 165 | 143 |
Avg Bars in Losers | 62 | 70 | 53 | 62 | 70 | 53 |
Bars Traded | 6467 | 3481 | 2986 | 6467 | 3481 | 2986 |
Profit Streak | 0 | 116.8031 | 0 | 0 | 116.8031 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160905 | 685274 | -272459 | -250253 | -113624 | -26669 |
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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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