Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2095060.1752 | 2015829.5492 | 79230.626 | 4409193.5961 | -26838.1076 | 4436031.7037 |
Total P&L (%) | 2095.0602 | 2015.8295 | 79.2306 | 4409.1936 | -26.8381 | 4436.0317 |
Avg Daily Profit (%) | 0.8854 | 0.8519 | 0.0335 | 0.1611 | -0.0132 | 0.1613 |
Buy And Hold Return (%) | 431.1425 | 431.1425 | 431.1425 | 431.1425 | 431.1425 | 431.1425 |
Max Trade Drawdown | -119875 | -88031 | -55843 | -6302821 | -4607008 | -3560303 |
Profit Factor | 5.2296 | 9.3817 | 1.3109 | 1.2003 | 0.9978 | 1.4506 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 41.3793 | 34.4828 | 48.2759 | 41.3793 | 34.4828 | 48.2759 |
Ratio Avg Win / Avg Loss | 7.4085 | 17.8253 | 1.4045 | 1.7004 | 1.8958 | 1.5543 |
Largest Winning Trade | 1685652 | 1685652 | 61230 | 4048893 | 4048893 | 3253223 |
Largest Losing Trade | -45552 | -29678 | -45552 | -2042362 | -2042362 | -1869529 |
Avg Bars in Trades | 117 | 107 | 128 | 117 | 107 | 128 |
Avg Bars in Winners | 171 | 173 | 170 | 171 | 173 | 170 |
Avg Bars in Losers | 80 | 72 | 90 | 80 | 72 | 90 |
Bars Traded | 6841 | 3104 | 3737 | 6841 | 3104 | 3737 |
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 | -163107 | 505007 | -314516 | -174561 | -584089 | 327499 |
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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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