Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1319594.7975 | 1339626.5166 | -20031.7191 | 373365.4747 | 194541.2658 | 178824.209 |
Total P&L (%) | 1319.5948 | 1339.6265 | -20.0317 | 373.3655 | 194.5413 | 178.8242 |
Avg Daily Profit (%) | 0.7025 | 0.7132 | -0.0107 | 0.0828 | 0.0575 | 0.0546 |
Buy And Hold Return (%) | 658.9562 | 658.9562 | 658.9562 | 658.9562 | 658.9562 | 658.9562 |
Max Trade Drawdown | -103212 | -99228 | -89921 | -872230 | -732021 | -261194 |
Profit Factor | 3.5546 | 5.8046 | 0.9157 | 1.1407 | 1.109 | 1.2058 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 48.2759 | 37.931 | 58.6207 | 48.2759 | 37.931 | 58.6207 |
Ratio Avg Win / Avg Loss | 3.8085 | 9.4985 | 0.6464 | 1.2222 | 1.8148 | 0.8511 |
Largest Winning Trade | 1017274 | 1017274 | 49484 | 741407 | 741407 | 301369 |
Largest Losing Trade | -64881 | -34762 | -64881 | -456597 | -456597 | -175544 |
Avg Bars in Trades | 92 | 88 | 96 | 92 | 88 | 96 |
Avg Bars in Winners | 127 | 135 | 122 | 127 | 135 | 122 |
Avg Bars in Losers | 59 | 59 | 59 | 59 | 59 | 59 |
Bars Traded | 5354 | 2556 | 2798 | 5354 | 2556 | 2798 |
Profit Streak | 0 | 47.6775 | 0 | 0 | 47.6775 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167974 | 358259 | -579715 | -494073 | -385534 | -286870 |
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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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