Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2564734.1348 | 2500849.6765 | 63884.4583 | 1650088.9615 | 5293261.0328 | -3643172.0713 |
Total P&L (%) | 2564.7341 | 2500.8497 | 63.8845 | 1650.089 | 5293.261 | -3643.1721 |
Avg Daily Profit (%) | 1.2316 | 1.2009 | 0.0307 | 0.1375 | 0.1917 | 0 |
Buy And Hold Return (%) | 82.9502 | 82.9502 | 82.9502 | 82.9502 | 82.9502 | 82.9502 |
Max Trade Drawdown | -142454 | -103613 | -156966 | -8575671 | -5569285 | -5693061 |
Profit Factor | 4.3002 | 7.1268 | 1.1731 | 1.0581 | 1.3514 | 0.7271 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 31 | 24 | 38 | 31 | 24 | 38 |
Ratio Avg Win / Avg Loss | 9.5714 | 22.5681 | 1.9141 | 2.3551 | 4.2793 | 1.1863 |
Largest Winning Trade | 2174070 | 2174070 | 81107 | 9741788 | 9741788 | 2320264 |
Largest Losing Trade | -43782 | -43782 | -36083 | -2166344 | -2166344 | -2107568 |
Avg Bars in Trades | 244 | 218 | 270 | 244 | 218 | 270 |
Avg Bars in Winners | 579 | 607 | 561 | 579 | 607 | 561 |
Avg Bars in Losers | 94 | 96 | 92 | 94 | 96 | 92 |
Bars Traded | 24484 | 10937 | 13547 | 24484 | 10937 | 13547 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493189 | -192513 | -531358 | -171661 | -205080 | -763833 |
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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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