Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2064736.5031 | 2037334.4641 | 27402.0389 | 17753825.1541 | 19351663.9742 | -1597838.8201 |
Total P&L (%) | 2064.7365 | 2037.3345 | 27.402 | 17753.8252 | 19351.664 | -1597.8388 |
Avg Daily Profit (%) | 1.1111 | 1.0963 | 0.0147 | 0.2794 | 0.284 | 0 |
Buy And Hold Return (%) | 8382.6605 | 8382.6605 | 8382.6605 | 8382.6605 | 8382.6605 | 8382.6605 |
Max Trade Drawdown | -123725 | -69633 | -76407 | -9345821 | -4581199 | -7068407 |
Profit Factor | 6.3605 | 12.1884 | 1.1349 | 1.701 | 2.8057 | 0.8906 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 48.2759 | 51.7241 | 44.8276 | 48.2759 | 51.7241 | 44.8276 |
Ratio Avg Win / Avg Loss | 6.8148 | 11.3759 | 1.3968 | 1.8225 | 2.6186 | 1.0962 |
Largest Winning Trade | 1307577 | 1307577 | 69407 | 8424952 | 8424952 | 3714573 |
Largest Losing Trade | -56150 | -56150 | -27697 | -6109381 | -3433826 | -6109381 |
Avg Bars in Trades | 91 | 92 | 91 | 91 | 92 | 91 |
Avg Bars in Winners | 127 | 135 | 119 | 127 | 135 | 119 |
Avg Bars in Losers | 58 | 46 | 68 | 58 | 46 | 68 |
Bars Traded | 5330 | 2682 | 2648 | 5330 | 2682 | 2648 |
Profit Streak | 0 | 215.969 | 0 | 0 | 215.969 | 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 | -323983 | -142683 | -413092 | -174333 | 375194 | -581177 |
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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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