Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1938071.4159 | 1660525.3692 | 277546.0467 | 22987901.207 | -6807331.2972 | 29795232.5042 |
Total P&L (%) | 1938.0714 | 1660.5254 | 277.546 | 22987.9012 | -6807.3313 | 29795.2325 |
Avg Daily Profit (%) | 0.8244 | 0.7064 | 0.1181 | 0.2318 | 0 | 0.2428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64050 | -73638 | -41843 | -19458210 | -20399897 | -8899163 |
Profit Factor | 4.8774 | 6.8224 | 2.2931 | 1.4014 | 0.8082 | 2.3681 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 41.1111 | 33.3333 | 48.8889 | 41.1111 | 33.3333 | 48.8889 |
Ratio Avg Win / Avg Loss | 6.9866 | 13.6447 | 2.3973 | 2.0075 | 1.6163 | 2.4757 |
Largest Winning Trade | 1453456 | 1453456 | 64122 | 15596312 | 8982176 | 15596312 |
Largest Losing Trade | -24430 | -19826 | -24430 | -8405775 | -8405775 | -7703267 |
Avg Bars in Trades | 153 | 128 | 178 | 153 | 128 | 178 |
Avg Bars in Winners | 294 | 268 | 311 | 294 | 268 | 311 |
Avg Bars in Losers | 54 | 58 | 50 | 54 | 58 | 50 |
Bars Traded | 13803 | 5771 | 8032 | 13803 | 5771 | 8032 |
Profit Streak | 0 | 0 | 139.5541 | 0 | 0 | 139.5541 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 636322 | 521222 | -30428 | 248669 | -584415 | 486311 |
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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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