Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1887463.8443 | 1822896.8238 | 64567.0206 | 46585370.1311 | 34155283.3409 | 12430086.7902 |
Total P&L (%) | 1887.4638 | 1822.8968 | 64.567 | 46585.3701 | 34155.2833 | 12430.0868 |
Avg Daily Profit (%) | 1.0117 | 0.9771 | 0.0346 | 0.33 | 0.3133 | 0.2593 |
Buy And Hold Return (%) | 8308.2018 | 8308.2018 | 8308.2018 | 8308.2018 | 8308.2018 | 8308.2018 |
Max Trade Drawdown | -96940 | -67614 | -76315 | -4319728 | -4319728 | -3650736 |
Profit Factor | 6.9105 | 13.8446 | 1.3639 | 4.2956 | 5.3423 | 2.9826 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 60.3448 | 62.069 | 58.6207 | 60.3448 | 62.069 | 58.6207 |
Ratio Avg Win / Avg Loss | 4.5412 | 8.4606 | 0.9628 | 2.8228 | 3.2647 | 2.1053 |
Largest Winning Trade | 1015408 | 1015408 | 67846 | 10739852 | 10739852 | 8311625 |
Largest Losing Trade | -45944 | -44311 | -45944 | -4319728 | -4319728 | -3650736 |
Avg Bars in Trades | 89 | 91 | 88 | 89 | 91 | 88 |
Avg Bars in Winners | 117 | 125 | 109 | 117 | 125 | 109 |
Avg Bars in Losers | 47 | 35 | 58 | 47 | 35 | 58 |
Bars Traded | 5208 | 2652 | 2556 | 5208 | 2652 | 2556 |
Profit Streak | 0 | 223.476 | 0 | 0 | 223.476 | 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 | -322058 | -141446 | -312569 | -162660 | 626835 | 139481 |
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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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