Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3083720.31 | 2929985.7359 | 153734.5741 | 184405086.7832 | 158226288.1259 | 26178798.6573 |
Total P&L (%) | 3083.7203 | 2929.9857 | 153.7346 | 184405.0868 | 158226.2881 | 26178.7987 |
Avg Daily Profit (%) | 1.3579 | 1.2902 | 0.0677 | 0.3317 | 0.3249 | 0.2456 |
Buy And Hold Return (%) | 6333.1671 | 6333.1671 | 6333.1671 | 6333.1671 | 6333.1671 | 6333.1671 |
Max Trade Drawdown | -61017 | -75787 | -34451 | -70238620 | -20896881 | -63042504 |
Profit Factor | 9.392 | 15.0943 | 1.9634 | 2.0033 | 2.9281 | 1.2573 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 38 | 34 | 42 | 38 | 34 | 42 |
Ratio Avg Win / Avg Loss | 15.3237 | 29.3006 | 2.7114 | 3.2685 | 5.6839 | 1.7363 |
Largest Winning Trade | 2099145 | 2099145 | 48876 | 141986044 | 141986044 | 78678019 |
Largest Losing Trade | -28053 | -28053 | -19345 | -38374517 | -19167663 | -38374517 |
Avg Bars in Trades | 45 | 44 | 45 | 45 | 44 | 45 |
Avg Bars in Winners | 92 | 95 | 90 | 92 | 95 | 90 |
Avg Bars in Losers | 15 | 17 | 13 | 15 | 17 | 13 |
Bars Traded | 4506 | 2207 | 2299 | 4506 | 2207 | 2299 |
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 | -147999 | -329935 | -447760 | 308500 | -171580 | -175908 |
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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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