Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439544.7654 | 286686.5374 | 152858.228 | 2301895.9497 | 2465248.109 | -163352.1593 |
Total P&L (%) | 439.5448 | 286.6865 | 152.8582 | 2301.896 | 2465.2481 | -163.3522 |
Avg Daily Profit (%) | 0.422 | 0.2752 | 0.1467 | 0.3056 | 0.312 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65649 | -47669 | -63693 | -2546639 | -990964 | -2321940 |
Profit Factor | 1.9141 | 2.2617 | 1.6026 | 1.2929 | 1.6531 | 0.96 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Profitability (%) | 48.2412 | 46.4646 | 50 | 48.2412 | 46.4646 | 50 |
Ratio Avg Win / Avg Loss | 2.0536 | 2.6059 | 1.6026 | 1.3871 | 1.9046 | 0.96 |
Largest Winning Trade | 64789 | 64789 | 50106 | 1076382 | 1076382 | 655600 |
Largest Losing Trade | -24667 | -23299 | -24667 | -812484 | -812484 | -660950 |
Avg Bars in Trades | 124 | 107 | 141 | 124 | 107 | 141 |
Avg Bars in Winners | 167 | 142 | 190 | 167 | 142 | 190 |
Avg Bars in Losers | 84 | 77 | 91 | 84 | 77 | 91 |
Bars Traded | 24752 | 10647 | 14105 | 24752 | 10647 | 14105 |
Profit Streak | 0 | 9.6714 | 0 | 0 | 9.6714 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486376 | 416488 | 201486 | 336191 | 400510 | -581065 |
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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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