Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1195549.4759 | 938490.8154 | 257058.6605 | 196384005.7823 | 151070948.8969 | 45313056.8854 |
Total P&L (%) | 1195.5495 | 938.4908 | 257.0587 | 196384.0058 | 151070.9489 | 45313.0569 |
Avg Daily Profit (%) | 0.4778 | 0.3751 | 0.1027 | 0.3035 | 0.293 | 0.2448 |
Buy And Hold Return (%) | 782.2909 | 782.2909 | 782.2909 | 782.2909 | 782.2909 | 782.2909 |
Max Trade Drawdown | -47222 | -65177 | -35242 | -22199874 | -22199874 | -6370168 |
Profit Factor | 4.6081 | 5.8669 | 2.8558 | 5.6178 | 5.7496 | 5.2269 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 60 | 60 | 60 | 60 | 60 | 60 |
Ratio Avg Win / Avg Loss | 3.0721 | 3.9112 | 1.9039 | 3.7452 | 3.833 | 3.4846 |
Largest Winning Trade | 344274 | 344274 | 48650 | 74744593 | 74744593 | 17797134 |
Largest Losing Trade | -38764 | -38764 | -35242 | -22199874 | -22199874 | -4073769 |
Avg Bars in Trades | 80 | 86 | 73 | 80 | 86 | 73 |
Avg Bars in Winners | 94 | 98 | 90 | 94 | 98 | 90 |
Avg Bars in Losers | 59 | 69 | 48 | 59 | 69 | 48 |
Bars Traded | 7234 | 3908 | 3325 | 7234 | 3908 | 3325 |
Profit Streak | 174.1281 | 174.1281 | 255.4614 | 174.1281 | 174.1281 | 255.4614 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390014 | -83362 | -213407 | 724257 | 702318 | 688302 |
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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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