Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1059089.7955 | 919861.9126 | 139227.883 | 12892962.9695 | 18412420.487 | -5519457.5175 |
Total P&L (%) | 1059.0898 | 919.8619 | 139.2279 | 12892.963 | 18412.4205 | -5519.4575 |
Avg Daily Profit (%) | 0.5848 | 0.5079 | 0.0769 | 0.2691 | 0.2887 | 0 |
Buy And Hold Return (%) | 620.8971 | 620.8971 | 620.8971 | 620.8971 | 620.8971 | 620.8971 |
Max Trade Drawdown | -146995 | -66086 | -87297 | -36565019 | -15096265 | -21705059 |
Profit Factor | 2.2276 | 3.568 | 1.2759 | 1.1188 | 1.3972 | 0.9113 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 100 | 52 | 48 | 100 | 52 | 48 |
Losing Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Profitability (%) | 49.7512 | 51.4851 | 48 | 49.7512 | 51.4851 | 48 |
Ratio Avg Win / Avg Loss | 2.2498 | 3.3622 | 1.3823 | 1.13 | 1.3166 | 0.9872 |
Largest Winning Trade | 299136 | 299136 | 63300 | 17467127 | 17467127 | 8824728 |
Largest Losing Trade | -42184 | -25384 | -42184 | -8915198 | -5360053 | -8915198 |
Avg Bars in Trades | 106 | 106 | 106 | 106 | 106 | 106 |
Avg Bars in Winners | 142 | 133 | 151 | 142 | 133 | 151 |
Avg Bars in Losers | 71 | 77 | 65 | 71 | 77 | 65 |
Bars Traded | 21383 | 10716 | 10667 | 21383 | 10716 | 10667 |
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 | 276149 | 48437 | -257211 | -80294 | 337728 | -581843 |
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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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