Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621210.6031 | 571690.1706 | 49520.4325 | 210585.6671 | 212250.3279 | -1664.6608 |
Total P&L (%) | 621.2106 | 571.6902 | 49.5204 | 210.5857 | 212.2503 | -1.6647 |
Avg Daily Profit (%) | 0.3305 | 0.3042 | 0.0264 | 0.0603 | 0.0606 | -0.0009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99799 | -62628 | -56567 | -795457 | -482594 | -382102 |
Profit Factor | 2.371 | 3.141 | 1.2661 | 1.07 | 1.1236 | 0.9987 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 47.4747 | 46.9388 | 48 | 47.4747 | 46.9388 | 48 |
Ratio Avg Win / Avg Loss | 2.6232 | 3.5506 | 1.3716 | 1.1838 | 1.2702 | 1.0819 |
Largest Winning Trade | 590774 | 590774 | 51535 | 585327 | 585327 | 258906 |
Largest Losing Trade | -53405 | -53405 | -30175 | -322078 | -322078 | -265554 |
Avg Bars in Trades | 54 | 46 | 62 | 54 | 46 | 62 |
Avg Bars in Winners | 86 | 60 | 110 | 86 | 60 | 110 |
Avg Bars in Losers | 26 | 33 | 18 | 26 | 33 | 18 |
Bars Traded | 5408 | 2259 | 3149 | 5408 | 2259 | 3149 |
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 | 466248 | 498103 | -340005 | -256669 | -197615 | -759944 |
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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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