Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2685401.8373 | 2548323.4849 | 137078.3524 | 2993380.7618 | 3348003.5385 | -354622.7767 |
Total P&L (%) | 2685.4018 | 2548.3235 | 137.0784 | 2993.3808 | 3348.0035 | -354.6228 |
Avg Daily Profit (%) | 1.1562 | 1.0972 | 0.059 | 0.1479 | 0.1525 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101908 | -78918 | -100343 | -11954111 | -9168045 | -5729613 |
Profit Factor | 3.8909 | 6.2553 | 1.3087 | 1.0721 | 1.1494 | 0.9814 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 80 | 30 | 50 | 80 | 30 | 50 |
Losing Trades | 119 | 70 | 49 | 119 | 70 | 49 |
Profitability (%) | 40.201 | 30 | 50.5051 | 40.201 | 30 | 50.5051 |
Ratio Avg Win / Avg Loss | 5.7878 | 14.5957 | 1.2826 | 1.5948 | 2.682 | 0.9618 |
Largest Winning Trade | 2279920 | 2279920 | 82675 | 6737386 | 6737386 | 2449702 |
Largest Losing Trade | -42997 | -29389 | -42997 | -2267464 | -2267464 | -2110015 |
Avg Bars in Trades | 67 | 52 | 83 | 67 | 52 | 83 |
Avg Bars in Winners | 116 | 110 | 120 | 116 | 110 | 120 |
Avg Bars in Losers | 34 | 28 | 44 | 34 | 28 | 44 |
Bars Traded | 13515 | 5295 | 8220 | 13515 | 5295 | 8220 |
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 | 636764 | 499925 | -114203 | -138102 | -55466 | -581002 |
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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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