Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33738.7712 | 614232.5827 | -580493.8115 | 31865626.8538 | 19272317.1251 | 12593309.7287 |
Total P&L (%) | 33.7388 | 614.2326 | -580.4938 | 31865.6269 | 19272.3171 | 12593.3097 |
Avg Daily Profit (%) | 0.0149 | 0.2707 | -0.2558 | 0.2545 | 0.2324 | 0.2137 |
Buy And Hold Return (%) | 11599.8807 | 11599.8807 | 11599.8807 | 11599.8807 | 11599.8807 | 11599.8807 |
Max Trade Drawdown | -751605 | -57653 | -830677 | -4447233 | -3001095 | -2417879 |
Profit Factor | 1.0307 | 4.598 | 0.3746 | 3.5788 | 4.2744 | 2.9462 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 54 | 28 | 26 | 56 | 28 | 28 |
Losing Trades | 36 | 17 | 19 | 34 | 17 | 17 |
Profitability (%) | 60 | 62.2222 | 57.7778 | 62.2222 | 62.2222 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.6871 | 2.7917 | 0.2738 | 2.1729 | 2.5951 | 1.7888 |
Largest Winning Trade | 284334 | 284334 | 47591 | 10835545 | 10835545 | 5428410 |
Largest Losing Trade | -460788 | -29370 | -460788 | -2417879 | -1323688 | -2417879 |
Avg Bars in Trades | 46 | 47 | 45 | 46 | 47 | 45 |
Avg Bars in Winners | 54 | 53 | 54 | 54 | 54 | 54 |
Avg Bars in Losers | 35 | 37 | 33 | 33 | 35 | 31 |
Bars Traded | 4208 | 2142 | 2066 | 4208 | 2142 | 2066 |
Profit Streak | 0 | 0 | 65.6503 | 0 | 0 | 65.6503 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -525645 | -147985 | -578732 | 504817 | 290936 | -122730 |
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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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