Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1438233.0239 | 1309406.5981 | 128826.4257 | 6499977.0157 | 1384601.2798 | 5115375.7359 |
Total P&L (%) | 1438.233 | 1309.4066 | 128.8264 | 6499.977 | 1384.6013 | 5115.3757 |
Avg Daily Profit (%) | 0.7637 | 0.6953 | 0.0684 | 0.2227 | 0.1433 | 0.2102 |
Buy And Hold Return (%) | 231.7159 | 231.7159 | 231.7159 | 231.7159 | 231.7159 | 231.7159 |
Max Trade Drawdown | -80915 | -101723 | -43425 | -5291398 | -4194851 | -1905925 |
Profit Factor | 4.7179 | 7.298 | 1.72 | 1.3791 | 1.1298 | 1.7896 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 44.8276 | 37.931 | 51.7241 | 44.8276 | 37.931 | 51.7241 |
Ratio Avg Win / Avg Loss | 5.8066 | 11.9422 | 1.6053 | 1.6974 | 1.8488 | 1.6703 |
Largest Winning Trade | 932623 | 932623 | 56835 | 3677426 | 3677426 | 2470508 |
Largest Losing Trade | -43425 | -22652 | -43425 | -1869338 | -1869338 | -931707 |
Avg Bars in Trades | 94 | 83 | 105 | 94 | 83 | 105 |
Avg Bars in Winners | 157 | 158 | 157 | 157 | 158 | 157 |
Avg Bars in Losers | 43 | 37 | 50 | 43 | 37 | 50 |
Bars Traded | 5484 | 2420 | 3064 | 5484 | 2420 | 3064 |
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 | -161596 | 545438 | -263950 | -171601 | -83332 | 420745 |
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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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