Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1159433.9804 | 947639.0869 | 211794.8934 | 50291330.4086 | 23437048.4772 | 26854281.9314 |
Total P&L (%) | 1159.434 | 947.6391 | 211.7949 | 50291.3304 | 23437.0485 | 26854.2819 |
Avg Daily Profit (%) | 0.6279 | 0.5132 | 0.1147 | 0.3376 | 0.2962 | 0.3036 |
Buy And Hold Return (%) | 125.3336 | 125.3336 | 125.3336 | 125.3336 | 125.3336 | 125.3336 |
Max Trade Drawdown | -74179 | -30881 | -53719 | -38174064 | -18545418 | -25681504 |
Profit Factor | 3.9258 | 6.2797 | 1.977 | 1.527 | 1.4789 | 1.5776 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 32.2222 | 31.1111 | 33.3333 | 32.2222 | 31.1111 | 33.3333 |
Ratio Avg Win / Avg Loss | 8.2577 | 13.9051 | 3.9539 | 3.212 | 3.2748 | 3.1552 |
Largest Winning Trade | 419896 | 419896 | 77494 | 24582133 | 18441906 | 24582133 |
Largest Losing Trade | -21677 | -15447 | -21677 | -7604142 | -7604142 | -7133197 |
Avg Bars in Trades | 79 | 75 | 84 | 79 | 75 | 84 |
Avg Bars in Winners | 197 | 180 | 212 | 197 | 180 | 212 |
Avg Bars in Losers | 24 | 28 | 20 | 24 | 28 | 20 |
Bars Traded | 7189 | 3401 | 3788 | 7189 | 3401 | 3788 |
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 | 433041 | 430680 | -51487 | 184397 | 139271 | 194354 |
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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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