Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1178643.4096 | 938216.8699 | 240426.5396 | 111370335.8852 | 84810977.6741 | 26559358.2112 |
Total P&L (%) | 1178.6434 | 938.2169 | 240.4265 | 111370.3359 | 84810.9777 | 26559.3582 |
Avg Daily Profit (%) | 0.4713 | 0.3751 | 0.0961 | 0.2809 | 0.27 | 0.2236 |
Buy And Hold Return (%) | 753.6183 | 753.6183 | 753.6183 | 753.6183 | 753.6183 | 753.6183 |
Max Trade Drawdown | -111853 | -92051 | -33371 | -9037165 | -5891531 | -3709506 |
Profit Factor | 4.3496 | 5.2226 | 2.8539 | 6.7763 | 8.6835 | 4.2222 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 63.3333 | 64.4444 | 62.2222 | 63.3333 | 64.4444 | 62.2222 |
Ratio Avg Win / Avg Loss | 2.5182 | 2.8814 | 1.7327 | 3.9231 | 4.7909 | 2.5635 |
Largest Winning Trade | 383872 | 383872 | 63210 | 39948671 | 39948671 | 15904329 |
Largest Losing Trade | -51387 | -51387 | -33371 | -3123379 | -2003458 | -3123379 |
Avg Bars in Trades | 51 | 63 | 39 | 51 | 63 | 39 |
Avg Bars in Winners | 59 | 71 | 46 | 59 | 71 | 46 |
Avg Bars in Losers | 37 | 49 | 27 | 37 | 49 | 27 |
Bars Traded | 4636 | 2868 | 1768 | 4636 | 2868 | 1768 |
Profit Streak | 95.1684 | 377.1684 | 95.1684 | 95.1684 | 377.1684 | 95.1684 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413403 | -68759 | -222750 | 751054 | 737388 | 636252 |
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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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