Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2391795.4682 | 2383929.9346 | 7865.5336 | 1263784.557 | 11781731.9686 | -10517947.4115 |
Total P&L (%) | 2391.7955 | 2383.9299 | 7.8655 | 1263.7846 | 11781.732 | -10517.9474 |
Avg Daily Profit (%) | 1.0758 | 1.0723 | 0.0035 | 0.1176 | 0.2151 | 0 |
Buy And Hold Return (%) | 792.5253 | 792.5253 | 792.5253 | 792.5253 | 792.5253 | 792.5253 |
Max Trade Drawdown | -206853 | -116523 | -139602 | -20242022 | -10051566 | -11291219 |
Profit Factor | 4.0253 | 7.7238 | 1.018 | 1.0327 | 1.6838 | 0.51 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Profitability (%) | 35 | 38 | 32 | 35 | 38 | 32 |
Ratio Avg Win / Avg Loss | 7.4755 | 12.602 | 2.1633 | 1.9178 | 2.7472 | 1.0838 |
Largest Winning Trade | 2145388 | 2145388 | 50939 | 19930052 | 19930052 | 2126496 |
Largest Losing Trade | -37218 | -35429 | -37218 | -6174947 | -5202504 | -6174947 |
Avg Bars in Trades | 130 | 125 | 136 | 130 | 125 | 136 |
Avg Bars in Winners | 256 | 233 | 283 | 256 | 233 | 283 |
Avg Bars in Losers | 63 | 59 | 67 | 63 | 59 | 67 |
Bars Traded | 13091 | 6274 | 6817 | 13091 | 6274 | 6817 |
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 | 425640 | -165895 | -740496 | -234242 | -173364 | -766166 |
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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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