Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1366477.22 | 1336237.4288 | 30239.7912 | 22444917.9678 | 27236020.1325 | -4791102.1647 |
Total P&L (%) | 1366.4772 | 1336.2374 | 30.2398 | 22444.918 | 27236.0201 | -4791.1022 |
Avg Daily Profit (%) | 0.7354 | 0.7191 | 0.0163 | 0.292 | 0.3024 | 0 |
Buy And Hold Return (%) | 7841.663 | 7841.663 | 7841.663 | 7841.663 | 7841.663 | 7841.663 |
Max Trade Drawdown | -69623 | -57260 | -70877 | -5902632 | -2999085 | -8637690 |
Profit Factor | 4.8644 | 8.92 | 1.1636 | 1.9295 | 4.0795 | 0.6869 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 53.4483 | 58.6207 | 48.2759 | 53.4483 | 58.6207 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.2368 | 6.2965 | 1.2467 | 1.6805 | 2.8797 | 0.736 |
Largest Winning Trade | 690755 | 690755 | 63257 | 11220939 | 11220939 | 5786298 |
Largest Losing Trade | -57260 | -57260 | -28338 | -5610568 | -2999085 | -5610568 |
Avg Bars in Trades | 179 | 179 | 178 | 179 | 179 | 178 |
Avg Bars in Winners | 246 | 229 | 265 | 246 | 229 | 265 |
Avg Bars in Losers | 102 | 109 | 96 | 102 | 109 | 96 |
Bars Traded | 10386 | 5218 | 5168 | 10386 | 5218 | 5168 |
Profit Streak | 0 | 219.3481 | 0 | 0 | 219.3481 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -324521 | -142738 | -378223 | -169798 | 553657 | -581503 |
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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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