Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356025.8623 | 345160.3577 | 10865.5047 | 28136.4931 | 61706.8479 | -33570.3548 |
Total P&L (%) | 356.0259 | 345.1604 | 10.8655 | 28.1365 | 61.7068 | -33.5704 |
Avg Daily Profit (%) | 0.1557 | 0.1509 | 0.0048 | 0.0108 | 0.021 | -0.0179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127116 | -137505 | -139186 | -110232 | -141326 | -154744 |
Profit Factor | 1.4955 | 1.9402 | 1.0309 | 1.0442 | 1.1876 | 0.8909 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 47.4747 | 44.898 | 50 | 47.4747 | 44.898 | 50 |
Ratio Avg Win / Avg Loss | 1.6546 | 2.3811 | 1.0309 | 1.1553 | 1.4575 | 0.8909 |
Largest Winning Trade | 187770 | 187770 | 39039 | 59174 | 59174 | 36804 |
Largest Losing Trade | -50299 | -31061 | -50299 | -50975 | -34718 | -50975 |
Avg Bars in Trades | 44 | 54 | 34 | 44 | 54 | 34 |
Avg Bars in Winners | 54 | 62 | 47 | 54 | 62 | 47 |
Avg Bars in Losers | 35 | 47 | 21 | 35 | 47 | 21 |
Bars Traded | 4380 | 2661 | 1719 | 4380 | 2661 | 1719 |
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 | 320881 | 323945 | -691894 | -354259 | -181356 | -760833 |
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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) |
---|