Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 923633.8622 | 825551.0955 | 98082.7667 | 13084717.4854 | 27629808.9436 | -14545091.4582 |
Total P&L (%) | 923.6339 | 825.5511 | 98.0828 | 13084.7175 | 27629.8089 | -14545.0915 |
Avg Daily Profit (%) | 0.3689 | 0.3297 | 0.0392 | 0.1952 | 0.2249 | 0 |
Buy And Hold Return (%) | 2491.0769 | 2491.0769 | 2491.0769 | 2491.0769 | 2491.0769 | 2491.0769 |
Max Trade Drawdown | -140467 | -80433 | -123681 | -71625883 | -26190192 | -46774013 |
Profit Factor | 2.045 | 3.0716 | 1.2021 | 1.1022 | 1.5349 | 0.8095 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Losing Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Profitability (%) | 54.2289 | 54.4554 | 54 | 54.2289 | 54.4554 | 54 |
Ratio Avg Win / Avg Loss | 1.7261 | 2.569 | 1.024 | 0.9303 | 1.2838 | 0.6896 |
Largest Winning Trade | 159588 | 159588 | 50306 | 36462255 | 36462255 | 15100370 |
Largest Losing Trade | -58521 | -27380 | -58521 | -38194512 | -14768108 | -38194512 |
Avg Bars in Trades | 36 | 38 | 35 | 36 | 38 | 35 |
Avg Bars in Winners | 46 | 48 | 44 | 46 | 48 | 44 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 7406 | 3872 | 3535 | 7406 | 3872 | 3535 |
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 | -150808 | -150470 | -306632 | -101323 | 362263 | -580547 |
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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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