Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1652523.9812 | 1537098.0718 | 115425.9094 | 12723375.7361 | 3376490.9232 | 9346884.8129 |
Total P&L (%) | 1652.524 | 1537.0981 | 115.4259 | 12723.3757 | 3376.4909 | 9346.8848 |
Avg Daily Profit (%) | 0.7278 | 0.677 | 0.0508 | 0.214 | 0.1564 | 0.2005 |
Buy And Hold Return (%) | 335.6688 | 335.6688 | 335.6688 | 335.6688 | 335.6688 | 335.6688 |
Max Trade Drawdown | -100688 | -68264 | -48481 | -29542094 | -19485016 | -12757537 |
Profit Factor | 5.7422 | 9.9869 | 1.6505 | 1.2855 | 1.1382 | 1.4642 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 49.1228 | 48.2759 | 50 | 49.1228 | 48.2759 | 50 |
Ratio Avg Win / Avg Loss | 5.9473 | 10.7002 | 1.6505 | 1.3315 | 1.2195 | 1.4642 |
Largest Winning Trade | 1044549 | 1044549 | 59450 | 12916439 | 12916439 | 10505154 |
Largest Losing Trade | -33566 | -30072 | -33566 | -7613210 | -7266996 | -7613210 |
Avg Bars in Trades | 142 | 145 | 139 | 142 | 145 | 139 |
Avg Bars in Winners | 215 | 231 | 200 | 215 | 231 | 200 |
Avg Bars in Losers | 70 | 64 | 77 | 70 | 64 | 77 |
Bars Traded | 8101 | 4205 | 3896 | 8101 | 4205 | 3896 |
Profit Streak | 59.7886 | 59.7886 | 167.5386 | 59.7886 | 59.7886 | 167.5386 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159377 | 675725 | -307763 | -170710 | -60964 | -10958 |
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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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