Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2949089.4403 | 2725898.7479 | 223190.6924 | 23605059.7327 | 13876660.1577 | 9728399.575 |
Total P&L (%) | 2949.0894 | 2725.8987 | 223.1907 | 23605.0597 | 13876.6602 | 9728.3996 |
Avg Daily Profit (%) | 1.2701 | 1.1739 | 0.0961 | 0.2358 | 0.213 | 0.1978 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104522 | -71989 | -99900 | -39217101 | -19633713 | -19583388 |
Profit Factor | 5.887 | 8.7603 | 1.885 | 1.2712 | 1.2949 | 1.2434 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 34 | 26 | 42 | 34 | 26 | 42 |
Ratio Avg Win / Avg Loss | 11.4277 | 24.9332 | 2.6031 | 2.4677 | 3.6854 | 1.7171 |
Largest Winning Trade | 2343548 | 2343548 | 83129 | 21476731 | 21476731 | 15398018 |
Largest Losing Trade | -29381 | -28014 | -29381 | -8756042 | -5936402 | -8756042 |
Avg Bars in Trades | 89 | 86 | 92 | 89 | 86 | 92 |
Avg Bars in Winners | 202 | 225 | 188 | 202 | 225 | 188 |
Avg Bars in Losers | 31 | 38 | 22 | 31 | 38 | 22 |
Bars Traded | 8942 | 4339 | 4603 | 8942 | 4339 | 4603 |
Profit Streak | 17.4825 | 0 | 21.2325 | 17.4825 | 0 | 21.2325 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 598723 | -183721 | -243683 | 143083 | -196428 | -173747 |
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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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