Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1712446.6734 | 1550823.388 | 161623.2854 | 14061980.7425 | 1567406.0927 | 12494574.6498 |
Total P&L (%) | 1712.4467 | 1550.8234 | 161.6233 | 14061.9807 | 1567.4061 | 12494.5747 |
Avg Daily Profit (%) | 0.9053 | 0.8199 | 0.0854 | 0.2622 | 0.1489 | 0.256 |
Buy And Hold Return (%) | 309.4194 | 309.4194 | 309.4194 | 309.4194 | 309.4194 | 309.4194 |
Max Trade Drawdown | -112857 | -117446 | -58176 | -46715958 | -26526978 | -20188979 |
Profit Factor | 5.3209 | 7.4135 | 2.0461 | 1.1663 | 1.03 | 1.3872 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 48.2759 | 41.3793 | 55.1724 | 48.2759 | 41.3793 | 55.1724 |
Ratio Avg Win / Avg Loss | 5.701 | 10.5025 | 1.6624 | 1.2496 | 1.4591 | 1.1271 |
Largest Winning Trade | 1106064 | 1106064 | 55308 | 14996903 | 14996903 | 12943103 |
Largest Losing Trade | -41558 | -32375 | -41558 | -15667378 | -15667378 | -14001848 |
Avg Bars in Trades | 62 | 72 | 52 | 62 | 72 | 52 |
Avg Bars in Winners | 80 | 94 | 70 | 80 | 94 | 70 |
Avg Bars in Losers | 45 | 57 | 30 | 45 | 57 | 30 |
Bars Traded | 3633 | 2108 | 1525 | 3633 | 2108 | 1525 |
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 | -159859 | 611230 | -240150 | -209198 | -186140 | 350936 |
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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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