Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3084783.2069 | 2963484.2984 | 121298.9085 | 131648200.2426 | 121829030.9479 | 9819169.2947 |
Total P&L (%) | 3084.7832 | 2963.4843 | 121.2989 | 131648.2002 | 121829.0309 | 9819.1693 |
Avg Daily Profit (%) | 1.3594 | 1.306 | 0.0535 | 0.3171 | 0.3136 | 0.2028 |
Buy And Hold Return (%) | 8856.3237 | 8856.3237 | 8856.3237 | 8856.3237 | 8856.3237 | 8856.3237 |
Max Trade Drawdown | -52190 | -66079 | -35081 | -60483237 | -49342238 | -29182800 |
Profit Factor | 7.1651 | 12.4654 | 1.5015 | 1.6792 | 2.1466 | 1.1121 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Losing Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Profitability (%) | 45 | 45 | 45 | 45 | 45 | 45 |
Ratio Avg Win / Avg Loss | 8.7573 | 15.2355 | 1.8351 | 2.0524 | 2.6236 | 1.3593 |
Largest Winning Trade | 2030599 | 2030599 | 55018 | 103872707 | 103872707 | 37601374 |
Largest Losing Trade | -24030 | -21134 | -24030 | -22987154 | -22987154 | -17725368 |
Avg Bars in Trades | 65 | 65 | 65 | 65 | 65 | 65 |
Avg Bars in Winners | 107 | 104 | 110 | 107 | 104 | 110 |
Avg Bars in Losers | 31 | 32 | 29 | 31 | 32 | 29 |
Bars Traded | 13102 | 6503 | 6598 | 13102 | 6503 | 6598 |
Profit Streak | 71.8883 | 137.7217 | 71.8883 | 71.8883 | 137.7217 | 71.8883 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143068 | -144493 | -286149 | 458953 | 440759 | -222348 |
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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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