Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1546470.6697 | 1364159.5837 | 182311.086 | 35904751.1757 | 10804993.9411 | 25099757.2346 |
Total P&L (%) | 1546.4707 | 1364.1596 | 182.3111 | 35904.7512 | 10804.9939 | 25099.7572 |
Avg Daily Profit (%) | 0.6177 | 0.5448 | 0.0728 | 0.2354 | 0.1876 | 0.2211 |
Buy And Hold Return (%) | 347.1876 | 347.1876 | 347.1876 | 347.1876 | 347.1876 | 347.1876 |
Max Trade Drawdown | -70799 | -40879 | -50348 | -38774510 | -27491057 | -21965382 |
Profit Factor | 5.7267 | 10.6234 | 1.9832 | 1.3265 | 1.1641 | 1.5689 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 45.614 | 48.2759 | 42.8571 | 45.614 | 48.2759 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.828 | 11.3822 | 2.6443 | 1.5816 | 1.2472 | 2.0919 |
Largest Winning Trade | 822155 | 822155 | 57790 | 24350702 | 24350702 | 17052405 |
Largest Losing Trade | -37644 | -37644 | -33868 | -25619213 | -25619213 | -10339850 |
Avg Bars in Trades | 168 | 155 | 182 | 168 | 155 | 182 |
Avg Bars in Winners | 266 | 239 | 299 | 266 | 239 | 299 |
Avg Bars in Losers | 86 | 77 | 95 | 86 | 77 | 95 |
Bars Traded | 9630 | 4512 | 5118 | 9630 | 4512 | 5118 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163088 | 594095 | -281562 | -171508 | -32854 | -12776 |
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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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