Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2855355.6332 | 2761901.0647 | 93454.5685 | 71864663.2283 | 68246340.7929 | 3618322.4354 |
Total P&L (%) | 2855.3556 | 2761.9011 | 93.4546 | 71864.6632 | 68246.3408 | 3618.3224 |
Avg Daily Profit (%) | 1.258 | 1.2168 | 0.0412 | 0.2903 | 0.288 | 0.1594 |
Buy And Hold Return (%) | 10056.5655 | 10056.5655 | 10056.5655 | 10056.5655 | 10056.5655 | 10056.5655 |
Max Trade Drawdown | -53222 | -54664 | -59024 | -21039020 | -9643399 | -22228163 |
Profit Factor | 10.8866 | 19.6768 | 1.6631 | 2.1595 | 3.7601 | 1.0971 |
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 | 14.3703 | 27.8755 | 2.0469 | 2.8506 | 5.3268 | 1.3503 |
Largest Winning Trade | 2098778 | 2098778 | 51787 | 36658214 | 36658214 | 26144389 |
Largest Losing Trade | -41874 | -20916 | -41874 | -11588632 | -5615829 | -11588632 |
Avg Bars in Trades | 223 | 216 | 229 | 223 | 216 | 229 |
Avg Bars in Winners | 338 | 351 | 326 | 338 | 351 | 326 |
Avg Bars in Losers | 135 | 121 | 150 | 135 | 121 | 150 |
Bars Traded | 12948 | 6290 | 6658 | 12948 | 6290 | 6658 |
Profit Streak | 0 | 101.6242 | 0 | 0 | 101.6242 | 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 | -325867 | -146568 | -302604 | -169264 | 456687 | -273833 |
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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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