Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1752767.7451 | 1645117.1222 | 107650.6229 | 79647691.7316 | 79697183.6381 | -49491.9065 |
Total P&L (%) | 1752.7677 | 1645.1171 | 107.6506 | 79647.6917 | 79697.1836 | -49.4919 |
Avg Daily Profit (%) | 0.9436 | 0.8857 | 0.058 | 0.3603 | 0.3604 | -0.0368 |
Buy And Hold Return (%) | 7532.9014 | 7532.9014 | 7532.9014 | 7532.9014 | 7532.9014 | 7532.9014 |
Max Trade Drawdown | -126418 | -99733 | -97086 | -19618736 | -15051094 | -26608067 |
Profit Factor | 3.3182 | 5.7268 | 1.2638 | 1.5789 | 2.3665 | 0.9994 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Losing Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Profitability (%) | 52 | 53 | 51 | 52 | 53 | 51 |
Ratio Avg Win / Avg Loss | 3.0629 | 5.0785 | 1.2142 | 1.4574 | 2.0986 | 0.9602 |
Largest Winning Trade | 851629 | 851629 | 64718 | 17688748 | 14758162 | 17688748 |
Largest Losing Trade | -35616 | -27397 | -35616 | -11292038 | -10295014 | -11292038 |
Avg Bars in Trades | 17 | 22 | 13 | 17 | 22 | 13 |
Avg Bars in Winners | 23 | 29 | 17 | 23 | 29 | 17 |
Avg Bars in Losers | 11 | 13 | 9 | 11 | 13 | 9 |
Bars Traded | 3586 | 2235 | 1351 | 3586 | 2235 | 1351 |
Profit Streak | 0 | 90.279 | 0 | 0 | 90.279 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144559 | -142426 | -281328 | 460101 | 565158 | -580658 |
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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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