Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1565459.6473 | 1485624.515 | 79835.1323 | 53566989.8475 | 42389261.5134 | 11177728.3341 |
Total P&L (%) | 1565.4596 | 1485.6245 | 79.8351 | 53566.9898 | 42389.2615 | 11177.7283 |
Avg Daily Profit (%) | 0.832 | 0.7895 | 0.0424 | 0.3346 | 0.3221 | 0.2514 |
Buy And Hold Return (%) | 8982.4022 | 8982.4022 | 8982.4022 | 8982.4022 | 8982.4022 | 8982.4022 |
Max Trade Drawdown | -104541 | -92949 | -56543 | -8754932 | -6069160 | -7017583 |
Profit Factor | 6.0116 | 11.0774 | 1.484 | 3.2203 | 5.4852 | 1.7617 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 49.1803 | 54.8387 | 43.3333 | 49.1803 | 54.8387 | 43.3333 |
Ratio Avg Win / Avg Loss | 6.212 | 9.1226 | 1.9406 | 3.3276 | 4.5172 | 2.3037 |
Largest Winning Trade | 600965 | 600965 | 65946 | 9447862 | 9447862 | 8799222 |
Largest Losing Trade | -55868 | -55868 | -33398 | -5061221 | -4110741 | -5061221 |
Avg Bars in Trades | 179 | 182 | 176 | 179 | 182 | 176 |
Avg Bars in Winners | 255 | 265 | 242 | 255 | 265 | 242 |
Avg Bars in Losers | 105 | 81 | 126 | 105 | 81 | 126 |
Bars Traded | 10942 | 5651 | 5291 | 10942 | 5651 | 5291 |
Profit Streak | 45.6251 | 238.2918 | 0 | 45.6251 | 238.2918 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -309817 | -142231 | -302334 | -151109 | 633282 | -80563 |
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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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