Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3048066.7576 | 2841201.7722 | 206864.9854 | 18400436.825 | -252817.1479 | 18653253.9729 |
Total P&L (%) | 3048.0668 | 2841.2018 | 206.865 | 18400.4368 | -252.8171 | 18653.254 |
Avg Daily Profit (%) | 1.3189 | 1.2294 | 0.0895 | 0.2261 | 0 | 0.2267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104585 | -147528 | -49922 | -21349864 | -30293338 | -9408128 |
Profit Factor | 7.0197 | 9.7656 | 2.1353 | 1.2409 | 0.9954 | 1.8549 |
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 | 8.6397 | 15.9801 | 1.9929 | 1.5273 | 1.6288 | 1.7313 |
Largest Winning Trade | 2354749 | 2354749 | 57734 | 12578634 | 12578634 | 9465103 |
Largest Losing Trade | -67924 | -67924 | -40570 | -17564762 | -17564762 | -9408128 |
Avg Bars in Trades | 104 | 137 | 72 | 104 | 137 | 72 |
Avg Bars in Winners | 136 | 172 | 110 | 136 | 172 | 110 |
Avg Bars in Losers | 79 | 115 | 32 | 79 | 115 | 32 |
Bars Traded | 6086 | 3981 | 2105 | 6086 | 3981 | 2105 |
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 | -159366 | 623463 | -69225 | -172416 | -582748 | 430377 |
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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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