Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1051566.7523 | 988646.7943 | 62919.9579 | 37413049.1864 | 34459744.8056 | 2953304.3808 |
Total P&L (%) | 1051.5668 | 988.6468 | 62.92 | 37413.0492 | 34459.7448 | 2953.3044 |
Avg Daily Profit (%) | 0.5579 | 0.5246 | 0.0334 | 0.315 | 0.3106 | 0.1816 |
Buy And Hold Return (%) | 4595.2136 | 4595.2136 | 4595.2136 | 4595.2136 | 4595.2136 | 4595.2136 |
Max Trade Drawdown | -125653 | -126587 | -7516 | -19856606 | -19969478 | -571649 |
Profit Factor | 6.3904 | 6.6835 | 3.9774 | 2.0869 | 2.0512 | 2.8024 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 13 | 4 | 9 | 13 | 4 | 9 |
Profitability (%) | 77.9661 | 86.2069 | 70 | 77.9661 | 86.2069 | 70 |
Ratio Avg Win / Avg Loss | 1.806 | 1.0694 | 1.7046 | 0.5898 | 0.3282 | 1.201 |
Largest Winning Trade | 207584 | 207584 | 12868 | 16133928 | 16133928 | 897053 |
Largest Losing Trade | -76342 | -76342 | -7516 | -17201003 | -17201003 | -571649 |
Avg Bars in Trades | 116 | 233 | 2 | 116 | 233 | 2 |
Avg Bars in Winners | 92 | 169 | 2 | 92 | 169 | 2 |
Avg Bars in Losers | 198 | 636 | 3 | 198 | 636 | 3 |
Bars Traded | 6853 | 6781 | 72 | 6853 | 6781 | 72 |
Profit Streak | 0 | 152.6459 | 0 | 0 | 152.6459 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -322027 | -142536 | -304204 | -165663 | 544197 | -150837 |
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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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