Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391019.824 | 525096.8658 | -134077.0418 | 46940.3666 | 7446550.5895 | -7399610.2229 |
Total P&L (%) | 391.0198 | 525.0969 | -134.077 | 46.9404 | 7446.5506 | -7399.6102 |
Avg Daily Profit (%) | 0.2156 | 0.2895 | -0.0739 | 0.0212 | 0.2386 | 0 |
Buy And Hold Return (%) | 1360.7147 | 1360.7147 | 1360.7147 | 1360.7147 | 1360.7147 | 1360.7147 |
Max Trade Drawdown | -282487 | -152734 | -267803 | -8247735 | -3128061 | -9462307 |
Profit Factor | 1.2386 | 1.7378 | 0.8554 | 1.0012 | 1.4302 | 0.6362 |
Total Trades | 401 | 201 | 200 | 401 | 201 | 200 |
Winning Trades | 205 | 108 | 97 | 205 | 108 | 97 |
Losing Trades | 196 | 93 | 103 | 196 | 93 | 103 |
Profitability (%) | 51.1222 | 53.7313 | 48.5 | 51.1222 | 53.7313 | 48.5 |
Ratio Avg Win / Avg Loss | 1.1842 | 1.4964 | 0.9083 | 0.9573 | 1.2316 | 0.6755 |
Largest Winning Trade | 75696 | 75696 | 69079 | 2898471 | 2898471 | 1051182 |
Largest Losing Trade | -41552 | -38784 | -41552 | -2159179 | -2159179 | -2085687 |
Avg Bars in Trades | 53 | 45 | 61 | 53 | 45 | 61 |
Avg Bars in Winners | 56 | 45 | 68 | 56 | 45 | 68 |
Avg Bars in Losers | 50 | 45 | 56 | 50 | 45 | 56 |
Bars Traded | 21486 | 9099 | 12387 | 21486 | 9099 | 12387 |
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 | -156073 | -153811 | -580869 | -548874 | 331545 | -580869 |
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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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