Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1232595.8565 | 888483.2777 | 344112.5787 | 73106654.8539 | 50650613.066 | 22456041.7879 |
Total P&L (%) | 1232.5959 | 888.4833 | 344.1126 | 73106.6549 | 50650.6131 | 22456.0418 |
Avg Daily Profit (%) | 0.5151 | 0.3713 | 0.1438 | 0.276 | 0.2607 | 0.2267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131232 | -82014 | -85713 | -134655258 | -63821891 | -108734997 |
Profit Factor | 2.2512 | 2.7761 | 1.7097 | 1.1321 | 1.1839 | 1.0807 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 54.3956 | 51.6484 | 57.1429 | 54.3956 | 51.6484 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.8874 | 2.5989 | 1.2823 | 0.9491 | 1.1084 | 0.8105 |
Largest Winning Trade | 238332 | 238332 | 66209 | 46531600 | 46531600 | 40621982 |
Largest Losing Trade | -45889 | -31065 | -45889 | -49173524 | -49173524 | -36357183 |
Avg Bars in Trades | 77 | 58 | 95 | 77 | 58 | 95 |
Avg Bars in Winners | 95 | 69 | 118 | 95 | 69 | 118 |
Avg Bars in Losers | 55 | 45 | 65 | 55 | 45 | 65 |
Bars Traded | 14014 | 5290 | 8724 | 14014 | 5290 | 8724 |
Profit Streak | 7.7692 | 18.9358 | 7.7692 | 7.7692 | 18.9358 | 7.7692 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 636306 | 549444 | 84507 | -65561 | -9168 | -123831 |
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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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