Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1625919.1876 | 1511114.4008 | 114804.7868 | 111468101.8363 | 84880638.6688 | 26587463.1676 |
Total P&L (%) | 1625.9192 | 1511.1144 | 114.8048 | 111468.1018 | 84880.6387 | 26587.4632 |
Avg Daily Profit (%) | 0.7205 | 0.6697 | 0.0509 | 0.3115 | 0.2994 | 0.2479 |
Buy And Hold Return (%) | 8949.7314 | 8949.7314 | 8949.7314 | 8949.7314 | 8949.7314 | 8949.7314 |
Max Trade Drawdown | -67209 | -64458 | -111615 | -63181906 | -21721459 | -41460447 |
Profit Factor | 4.2366 | 8.4908 | 1.3819 | 2.0903 | 2.9405 | 1.4545 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 44 | 44 | 44 | 44 | 44 | 44 |
Ratio Avg Win / Avg Loss | 5.3921 | 10.8065 | 1.7588 | 2.6603 | 3.7424 | 1.8512 |
Largest Winning Trade | 529218 | 529218 | 59876 | 53029789 | 53029789 | 35909039 |
Largest Losing Trade | -49580 | -21996 | -49580 | -25820378 | -11621782 | -25820378 |
Avg Bars in Trades | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Winners | 75 | 79 | 72 | 75 | 79 | 72 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 4192 | 2199 | 1993 | 4192 | 2199 | 1993 |
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 | -148122 | -327586 | -471441 | 392319 | -167886 | -174939 |
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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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