Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3330955.4223 | 3186642.4265 | 144312.9958 | 148806078.5882 | 137084292.6851 | 11721785.9031 |
Total P&L (%) | 3330.9554 | 3186.6424 | 144.313 | 148806.0786 | 137084.2927 | 11721.7859 |
Avg Daily Profit (%) | 1.6302 | 1.5596 | 0.0706 | 0.3582 | 0.3542 | 0.2338 |
Buy And Hold Return (%) | 2839.8907 | 2839.8907 | 2839.8907 | 2839.8907 | 2839.8907 | 2839.8907 |
Max Trade Drawdown | -91033 | -77641 | -49622 | -187495031 | -123545841 | -69262742 |
Profit Factor | 8.6282 | 11.3923 | 2.1099 | 1.3837 | 1.5205 | 1.0942 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 46.6667 | 42.2222 | 51.1111 | 46.6667 | 42.2222 | 51.1111 |
Ratio Avg Win / Avg Loss | 9.8608 | 15.5895 | 2.0181 | 1.5814 | 2.0806 | 1.0467 |
Largest Winning Trade | 1962951 | 1962951 | 61636 | 139281493 | 139281493 | 47490181 |
Largest Losing Trade | -55560 | -55560 | -22855 | -119248945 | -119248945 | -28145362 |
Avg Bars in Trades | 86 | 151 | 21 | 86 | 151 | 21 |
Avg Bars in Winners | 132 | 261 | 26 | 132 | 261 | 26 |
Avg Bars in Losers | 45 | 70 | 15 | 45 | 70 | 15 |
Bars Traded | 7744 | 6799 | 945 | 7744 | 6799 | 945 |
Profit Streak | 258.2546 | 416.0046 | 0 | 258.2546 | 416.0046 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90033 | -107056 | -259912 | 382676 | 370023 | -110162 |
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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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