Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1717630.4903 | 1541590.2159 | 176040.2744 | 36280602.2768 | 26932850.3808 | 9347751.8959 |
Total P&L (%) | 1717.6305 | 1541.5902 | 176.0403 | 36280.6023 | 26932.8504 | 9347.7519 |
Avg Daily Profit (%) | 0.9431 | 0.8465 | 0.0967 | 0.3243 | 0.3079 | 0.2501 |
Buy And Hold Return (%) | 671.143 | 671.143 | 671.143 | 671.143 | 671.143 | 671.143 |
Max Trade Drawdown | -74973 | -63449 | -49539 | -46657527 | -40393074 | -30922385 |
Profit Factor | 3.5235 | 5.6601 | 1.5032 | 1.1954 | 1.2888 | 1.1011 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 138 | 70 | 68 | 138 | 70 | 68 |
Profitability (%) | 31 | 30 | 32 | 31 | 30 | 32 |
Ratio Avg Win / Avg Loss | 7.8426 | 13.2069 | 3.1943 | 2.6607 | 3.0071 | 2.3399 |
Largest Winning Trade | 935994 | 935994 | 69369 | 33209696 | 33209696 | 16372385 |
Largest Losing Trade | -26916 | -13754 | -26916 | -8289686 | -5895444 | -8289686 |
Avg Bars in Trades | 53 | 49 | 56 | 53 | 49 | 56 |
Avg Bars in Winners | 130 | 121 | 138 | 130 | 121 | 138 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 10661 | 4962 | 5699 | 10661 | 4962 | 5699 |
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 | 365677 | 306390 | -234550 | -1750 | 72764 | -106991 |
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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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