Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1303225.2102 | 1168149.4379 | 135075.7724 | 1534540.2521 | -5060587.4981 | 6595127.7501 |
Total P&L (%) | 1303.2252 | 1168.1494 | 135.0758 | 1534.5403 | -5060.5875 | 6595.1278 |
Avg Daily Profit (%) | 0.5514 | 0.4942 | 0.0572 | 0.1183 | 0 | 0.178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166242 | -179329 | -50059 | -20141019 | -19220655 | -2102241 |
Profit Factor | 4.1651 | 5.3214 | 1.955 | 1.054 | 0.7686 | 2.0037 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 56.1404 | 55.1724 | 57.1429 | 56.1404 | 55.1724 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.254 | 4.3237 | 1.4663 | 0.8234 | 0.6245 | 1.5028 |
Largest Winning Trade | 1013833 | 1013833 | 61769 | 6492359 | 6492359 | 4753243 |
Largest Losing Trade | -59295 | -59295 | -34546 | -11060630 | -11060630 | -1643069 |
Avg Bars in Trades | 79 | 107 | 51 | 79 | 107 | 51 |
Avg Bars in Winners | 99 | 140 | 58 | 99 | 140 | 58 |
Avg Bars in Losers | 54 | 66 | 41 | 54 | 66 | 41 |
Bars Traded | 4543 | 3106 | 1437 | 4543 | 3106 | 1437 |
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 | -160480 | 691155 | -134132 | -376223 | -580162 | -8472 |
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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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