Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3118895.2239 | 2881633.0762 | 237262.1477 | 17252620.1781 | 4247143.5206 | 13005476.6576 |
Total P&L (%) | 3118.8952 | 2881.6331 | 237.2621 | 17252.6202 | 4247.1435 | 13005.4767 |
Avg Daily Profit (%) | 1.3453 | 1.243 | 0.1023 | 0.2227 | 0.1628 | 0.2105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122422 | -114160 | -69727 | -21625553 | -21203587 | -9386980 |
Profit Factor | 5.3653 | 7.9622 | 1.7894 | 1.1838 | 1.0743 | 1.3542 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 41 | 34 | 48 | 41 | 34 | 48 |
Ratio Avg Win / Avg Loss | 7.7208 | 15.456 | 1.9385 | 1.7035 | 2.0854 | 1.4671 |
Largest Winning Trade | 2585794 | 2585794 | 80658 | 16075755 | 16075755 | 13306749 |
Largest Losing Trade | -39975 | -32778 | -39975 | -5856911 | -5856911 | -5211212 |
Avg Bars in Trades | 137 | 114 | 160 | 137 | 114 | 160 |
Avg Bars in Winners | 234 | 213 | 249 | 234 | 213 | 249 |
Avg Bars in Losers | 69 | 62 | 77 | 69 | 62 | 77 |
Bars Traded | 13702 | 5702 | 8000 | 13702 | 5702 | 8000 |
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 | 664863 | -164198 | -233789 | -12271 | -316247 | -172290 |
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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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