Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1771752.3586 | 1693626.225 | 78126.1335 | 566410.6694 | 2138090.4939 | -1571679.8245 |
Total P&L (%) | 1771.7524 | 1693.6262 | 78.1261 | 566.4107 | 2138.0905 | -1571.6798 |
Avg Daily Profit (%) | 0.9551 | 0.913 | 0.0421 | 0.1023 | 0.1677 | 0 |
Buy And Hold Return (%) | 197.4699 | 197.4699 | 197.4699 | 197.4699 | 197.4699 | 197.4699 |
Max Trade Drawdown | -141266 | -91434 | -90472 | -2486855 | -619505 | -2475969 |
Profit Factor | 5.628 | 10.6099 | 1.3782 | 1.1257 | 2.7382 | 0.5202 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 50.8772 | 48.2759 | 53.5714 | 50.8772 | 48.2759 | 53.5714 |
Ratio Avg Win / Avg Loss | 5.4339 | 11.3677 | 1.1944 | 1.0869 | 2.9338 | 0.4508 |
Largest Winning Trade | 1512031 | 1512031 | 76721 | 1512031 | 1512031 | 677969 |
Largest Losing Trade | -89260 | -40158 | -89260 | -2077497 | -277016 | -2077497 |
Avg Bars in Trades | 122 | 115 | 129 | 122 | 115 | 129 |
Avg Bars in Winners | 166 | 160 | 171 | 166 | 160 | 171 |
Avg Bars in Losers | 77 | 74 | 81 | 77 | 74 | 81 |
Bars Traded | 6998 | 3362 | 3636 | 6998 | 3362 | 3636 |
Profit Streak | 0 | 0 | 53.1765 | 0 | 0 | 53.1765 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157829 | 758402 | -321895 | -320839 | 441390 | -600807 |
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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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