Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1352676.589 | 1283073.3161 | 69603.2729 | 34937848.4866 | 28795724.8934 | 6142123.5932 |
Total P&L (%) | 1352.6766 | 1283.0733 | 69.6033 | 34937.8485 | 28795.7249 | 6142.1236 |
Avg Daily Profit (%) | 0.5975 | 0.5667 | 0.0307 | 0.2591 | 0.2506 | 0.1828 |
Buy And Hold Return (%) | 12682.0931 | 12682.0931 | 12682.0931 | 12682.0931 | 12682.0931 | 12682.0931 |
Max Trade Drawdown | -77621 | -55215 | -139871 | -10421090 | -2749406 | -10181327 |
Profit Factor | 3.7222 | 8.7097 | 1.2106 | 2.2335 | 3.854 | 1.3368 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 50 | 51.1111 | 48.8889 | 50 | 51.1111 | 48.8889 |
Ratio Avg Win / Avg Loss | 3.7222 | 8.331 | 1.2656 | 2.2335 | 3.6865 | 1.3976 |
Largest Winning Trade | 406916 | 406916 | 51878 | 17940845 | 17940845 | 11301287 |
Largest Losing Trade | -68572 | -27502 | -68572 | -4012807 | -2316088 | -4012807 |
Avg Bars in Trades | 48 | 50 | 45 | 48 | 50 | 45 |
Avg Bars in Winners | 79 | 82 | 75 | 79 | 82 | 75 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 4342 | 2282 | 2060 | 4342 | 2282 | 2060 |
Profit Streak | 0 | 40.043 | 0 | 0 | 40.043 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147244 | -145319 | -318421 | 349382 | 399514 | -157944 |
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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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