Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1147496.945 | 1016318.1902 | 131178.7548 | 12460349.8276 | 9645024.1551 | 2815325.6725 |
Total P&L (%) | 1147.4969 | 1016.3182 | 131.1788 | 12460.3498 | 9645.0242 | 2815.3257 |
Avg Daily Profit (%) | 0.5227 | 0.4629 | 0.0598 | 0.2204 | 0.2088 | 0.1537 |
Buy And Hold Return (%) | 534.8993 | 534.8993 | 534.8993 | 534.8993 | 534.8993 | 534.8993 |
Max Trade Drawdown | -69949 | -54850 | -59400 | -1877070 | -1427395 | -972599 |
Profit Factor | 4.5542 | 7.2428 | 1.8196 | 2.6596 | 3.0769 | 1.983 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 40.3509 | 37.931 | 42.8571 | 40.3509 | 37.931 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.7323 | 11.8519 | 2.4261 | 3.9316 | 5.035 | 2.644 |
Largest Winning Trade | 543401 | 543401 | 63878 | 7326785 | 7326785 | 2595719 |
Largest Losing Trade | -28993 | -23086 | -28993 | -1427395 | -1427395 | -972599 |
Avg Bars in Trades | 226 | 195 | 257 | 226 | 195 | 257 |
Avg Bars in Winners | 395 | 377 | 411 | 395 | 377 | 411 |
Avg Bars in Losers | 111 | 84 | 142 | 111 | 84 | 142 |
Bars Traded | 12887 | 5667 | 7219 | 12887 | 5667 | 7219 |
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 | -170908 | 234338 | -299293 | -169967 | 332747 | -13581 |
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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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