Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1860623.7826 | 1710469.6922 | 150154.0904 | 18711675.4145 | 6125720.0158 | 12585955.3987 |
Total P&L (%) | 1860.6238 | 1710.4697 | 150.1541 | 18711.6754 | 6125.72 | 12585.9554 |
Avg Daily Profit (%) | 0.7848 | 0.7215 | 0.0633 | 0.2211 | 0.1744 | 0.2045 |
Buy And Hold Return (%) | 457.5416 | 457.5416 | 457.5416 | 457.5416 | 457.5416 | 457.5416 |
Max Trade Drawdown | -97585 | -92879 | -44381 | -8206306 | -7370920 | -3090620 |
Profit Factor | 6.0965 | 8.6507 | 2.0611 | 1.5711 | 1.2626 | 2.3335 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 51.7241 | 48.2759 | 55.1724 | 51.7241 | 48.2759 | 55.1724 |
Ratio Avg Win / Avg Loss | 5.69 | 9.2686 | 1.6746 | 1.4664 | 1.3528 | 1.896 |
Largest Winning Trade | 1276077 | 1276077 | 63401 | 10204870 | 8490492 | 10204870 |
Largest Losing Trade | -44381 | -31941 | -44381 | -5343295 | -5343295 | -3025847 |
Avg Bars in Trades | 157 | 144 | 169 | 157 | 144 | 169 |
Avg Bars in Winners | 218 | 231 | 207 | 218 | 231 | 207 |
Avg Bars in Losers | 91 | 63 | 123 | 91 | 63 | 123 |
Bars Traded | 9115 | 4187 | 4928 | 9115 | 4187 | 4928 |
Profit Streak | 0 | 0 | 84.4343 | 0 | 0 | 84.4343 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159874 | 642343 | -269044 | -169317 | 250159 | 492965 |
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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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