Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1650771.7491 | 1509226.2078 | 141545.5413 | 1995472.2171 | 8080189.0816 | -6084716.8644 |
Total P&L (%) | 1650.7717 | 1509.2262 | 141.5455 | 1995.4722 | 8080.1891 | -6084.7169 |
Avg Daily Profit (%) | 0.6905 | 0.6313 | 0.0592 | 0.1273 | 0.1844 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199657 | -129545 | -103533 | -25450159 | -18478053 | -13267932 |
Profit Factor | 3.1522 | 4.6615 | 1.3989 | 1.0328 | 1.2439 | 0.781 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 37.7778 | 33.3333 | 42.2222 | 37.7778 | 33.3333 | 42.2222 |
Ratio Avg Win / Avg Loss | 5.1918 | 9.323 | 1.9143 | 1.701 | 2.4878 | 1.0688 |
Largest Winning Trade | 939739 | 939739 | 66154 | 20381434 | 20381434 | 4335692 |
Largest Losing Trade | -54248 | -47159 | -54248 | -8843763 | -4945779 | -8843763 |
Avg Bars in Trades | 155 | 128 | 182 | 155 | 128 | 182 |
Avg Bars in Winners | 309 | 284 | 328 | 309 | 284 | 328 |
Avg Bars in Losers | 62 | 50 | 75 | 62 | 50 | 75 |
Bars Traded | 13988 | 5780 | 8208 | 13988 | 5780 | 8208 |
Profit Streak | 22.6196 | 0 | 29.4529 | 22.6196 | 0 | 29.4529 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514369 | 462778 | -114486 | -209962 | 84272 | -581529 |
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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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