Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2005502.997 | 1849522.1139 | 155980.8831 | 21272253.3365 | 4985802.1204 | 16286451.216 |
Total P&L (%) | 2005.503 | 1849.5221 | 155.9809 | 21272.2533 | 4985.8021 | 16286.4512 |
Avg Daily Profit (%) | 0.8475 | 0.7815 | 0.0659 | 0.227 | 0.1662 | 0.2157 |
Buy And Hold Return (%) | 537.6361 | 537.6361 | 537.6361 | 537.6361 | 537.6361 | 537.6361 |
Max Trade Drawdown | -72596 | -119637 | -23236 | -12538003 | -8532905 | -4005098 |
Profit Factor | 6.4887 | 9.0991 | 2.1383 | 1.6728 | 1.2233 | 2.753 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 40.3509 | 34.4828 | 46.4286 | 40.3509 | 34.4828 | 46.4286 |
Ratio Avg Win / Avg Loss | 9.592 | 17.2882 | 2.4673 | 2.4728 | 2.3242 | 3.1766 |
Largest Winning Trade | 1428480 | 1428480 | 61694 | 12938415 | 8520019 | 12938415 |
Largest Losing Trade | -28484 | -28484 | -19004 | -4687889 | -4687889 | -2563521 |
Avg Bars in Trades | 243 | 223 | 264 | 243 | 223 | 264 |
Avg Bars in Winners | 389 | 422 | 365 | 389 | 422 | 365 |
Avg Bars in Losers | 144 | 118 | 177 | 144 | 118 | 177 |
Bars Traded | 13889 | 6480 | 7408 | 13889 | 6480 | 7408 |
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 | -163978 | 458172 | -289078 | -171815 | 85865 | -9018 |
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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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