Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2290763.0145 | 2086236.0125 | 204527.002 | 9843524.8895 | -5164090.4544 | 15007615.3439 |
Total P&L (%) | 2290.763 | 2086.236 | 204.527 | 9843.5249 | -5164.0905 | 15007.6153 |
Avg Daily Profit (%) | 0.9864 | 0.8983 | 0.0881 | 0.1983 | 0 | 0.2163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168381 | -156496 | -63071 | -18534869 | -23815825 | -4253392 |
Profit Factor | 5.4445 | 7.3039 | 2.1087 | 1.2294 | 0.8531 | 2.9361 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 9 | 17 | 26 | 9 | 17 |
Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Profitability (%) | 44.8276 | 31.0345 | 58.6207 | 44.8276 | 31.0345 | 58.6207 |
Ratio Avg Win / Avg Loss | 6.7009 | 16.2308 | 1.4885 | 1.5131 | 1.8959 | 2.0726 |
Largest Winning Trade | 1641372 | 1641372 | 65864 | 12809825 | 12809825 | 8382571 |
Largest Losing Trade | -55462 | -55462 | -46486 | -11707760 | -11707760 | -3148732 |
Avg Bars in Trades | 114 | 119 | 109 | 114 | 119 | 109 |
Avg Bars in Winners | 159 | 213 | 131 | 159 | 213 | 131 |
Avg Bars in Losers | 77 | 77 | 78 | 77 | 77 | 78 |
Bars Traded | 6629 | 3460 | 3169 | 6629 | 3460 | 3169 |
Profit Streak | 0 | 0 | 328.1989 | 0 | 0 | 328.1989 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160062 | 516565 | -70053 | -172725 | -585430 | 583612 |
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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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