Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1558195.7661 | 1495825.1951 | 62370.571 | 50828742.9394 | 45859066.3768 | 4969676.5627 |
Total P&L (%) | 1558.1958 | 1495.8252 | 62.3706 | 50828.7429 | 45859.0664 | 4969.6766 |
Avg Daily Profit (%) | 0.8379 | 0.8043 | 0.0335 | 0.3357 | 0.3302 | 0.2113 |
Buy And Hold Return (%) | 8960.1195 | 8960.1195 | 8960.1195 | 8960.1195 | 8960.1195 | 8960.1195 |
Max Trade Drawdown | -81079 | -42601 | -75385 | -13613391 | -6969286 | -8395610 |
Profit Factor | 5.3816 | 11.2973 | 1.2965 | 2.3231 | 3.9678 | 1.2164 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 48.3333 | 46.6667 | 50 | 48.3333 | 46.6667 | 50 |
Ratio Avg Win / Avg Loss | 5.7527 | 12.9112 | 1.2965 | 2.4833 | 4.5346 | 1.2164 |
Largest Winning Trade | 560259 | 560259 | 63621 | 17003771 | 17003771 | 11994330 |
Largest Losing Trade | -33314 | -33314 | -29074 | -6936120 | -6677271 | -6936120 |
Avg Bars in Trades | 116 | 118 | 113 | 116 | 118 | 113 |
Avg Bars in Winners | 185 | 195 | 176 | 185 | 195 | 176 |
Avg Bars in Losers | 50 | 51 | 50 | 50 | 51 | 50 |
Bars Traded | 6964 | 3558 | 3406 | 6964 | 3558 | 3406 |
Profit Streak | 0 | 74.495 | 0 | 0 | 74.495 | 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 | -318652 | -144865 | -313853 | -161411 | 509322 | -158117 |
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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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