Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1151611.5365 | 901992.0613 | 249619.4752 | 127070657.0113 | 120703517.6952 | 6367139.3161 |
Total P&L (%) | 1151.6115 | 901.9921 | 249.6195 | 127070.657 | 120703.5177 | 6367.1393 |
Avg Daily Profit (%) | 0.4606 | 0.3608 | 0.0998 | 0.2863 | 0.2842 | 0.1669 |
Buy And Hold Return (%) | 749.333 | 749.333 | 749.333 | 749.333 | 749.333 | 749.333 |
Max Trade Drawdown | -70050 | -26175 | -58149 | -24476384 | -18784138 | -13024031 |
Profit Factor | 4.7593 | 7.8516 | 2.4289 | 3.2255 | 5.0684 | 1.2321 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 62.5 | 62.5 | 62.5 | 62.5 | 62.5 | 62.5 |
Ratio Avg Win / Avg Loss | 2.8556 | 4.7109 | 1.4574 | 1.9353 | 3.041 | 0.7393 |
Largest Winning Trade | 381980 | 381980 | 42684 | 79931475 | 79931475 | 7133028 |
Largest Losing Trade | -58149 | -18474 | -58149 | -18784138 | -18784138 | -13024031 |
Avg Bars in Trades | 99 | 112 | 86 | 99 | 112 | 86 |
Avg Bars in Winners | 118 | 123 | 112 | 118 | 123 | 112 |
Avg Bars in Losers | 69 | 94 | 43 | 69 | 94 | 43 |
Bars Traded | 9571 | 5399 | 4172 | 9571 | 5399 | 4172 |
Profit Streak | 76.8211 | 80.5711 | 0 | 76.8211 | 80.5711 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372276 | -82189 | -220240 | 625484 | 679315 | 268784 |
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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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