Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1183059.1103 | 911748.7488 | 271310.3615 | 312317789.8515 | 212203507.8087 | 100114282.0428 |
Total P&L (%) | 1183.0591 | 911.7487 | 271.3104 | 312317.7899 | 212203.5078 | 100114.282 |
Avg Daily Profit (%) | 0.4721 | 0.3638 | 0.1083 | 0.3216 | 0.3062 | 0.2761 |
Buy And Hold Return (%) | 782.2449 | 782.2449 | 782.2449 | 782.2449 | 782.2449 | 782.2449 |
Max Trade Drawdown | -73305 | -66696 | -27518 | -10215697 | -6175151 | -6833840 |
Profit Factor | 4.7746 | 6.0955 | 3.0173 | 14.9867 | 19.1691 | 10.4002 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 66.6667 | 66.6667 | 66.6667 | 66.6667 | 66.6667 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.3873 | 3.0477 | 1.5086 | 7.4933 | 9.5845 | 5.2001 |
Largest Winning Trade | 188403 | 188403 | 65044 | 81139856 | 81139856 | 43049968 |
Largest Losing Trade | -43368 | -43368 | -24339 | -4029812 | -3121099 | -4029812 |
Avg Bars in Trades | 53 | 67 | 39 | 53 | 67 | 39 |
Avg Bars in Winners | 60 | 65 | 55 | 60 | 65 | 55 |
Avg Bars in Losers | 39 | 72 | 6 | 39 | 72 | 6 |
Bars Traded | 4814 | 3057 | 1756 | 4814 | 3057 | 1756 |
Profit Streak | 314.2718 | 543.7718 | 314.2718 | 314.2718 | 543.7718 | 314.2718 |
Trades During Streak | 13 | 9 | 6 | 13 | 9 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434482 | -92642 | -204834 | 785561 | 760921 | 750646 |
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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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