Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1023868.1417 | 837158.1803 | 186709.9614 | 32564219.5058 | 31699102.8412 | 865116.6646 |
Total P&L (%) | 1023.8681 | 837.1582 | 186.71 | 32564.2195 | 31699.1028 | 865.1167 |
Avg Daily Profit (%) | 0.4095 | 0.3348 | 0.0747 | 0.2318 | 0.2307 | 0.0907 |
Buy And Hold Return (%) | 857.2498 | 857.2498 | 857.2498 | 857.2498 | 857.2498 | 857.2498 |
Max Trade Drawdown | -68124 | -41563 | -68124 | -2227543 | -750689 | -2227543 |
Profit Factor | 5.2306 | 7.4681 | 2.6584 | 6.2015 | 15.2826 | 1.2141 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Profitability (%) | 65.5172 | 68.9655 | 62.069 | 65.5172 | 68.9655 | 62.069 |
Ratio Avg Win / Avg Loss | 2.7529 | 3.3606 | 1.6246 | 3.2639 | 6.8772 | 0.7419 |
Largest Winning Trade | 340729 | 340729 | 58037 | 19516896 | 19516896 | 1503932 |
Largest Losing Trade | -68124 | -33237 | -68124 | -2227543 | -489118 | -2227543 |
Avg Bars in Trades | 77 | 95 | 59 | 77 | 95 | 59 |
Avg Bars in Winners | 94 | 109 | 78 | 94 | 109 | 78 |
Avg Bars in Losers | 44 | 65 | 28 | 44 | 65 | 28 |
Bars Traded | 4489 | 2772 | 1717 | 4489 | 2772 | 1717 |
Profit Streak | 63.2613 | 117.7613 | 0 | 63.2613 | 117.7613 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -264445 | -144698 | -252445 | -160091 | 726840 | -234969 |
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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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