Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627592.2138 | 577043.9369 | 50548.2768 | 215594.5277 | 198164.5937 | 17429.934 |
Total P&L (%) | 627.5922 | 577.0439 | 50.5483 | 215.5945 | 198.1646 | 17.4299 |
Avg Daily Profit (%) | 0.3348 | 0.3078 | 0.027 | 0.0613 | 0.0583 | 0.0086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104172 | -58940 | -59086 | -757131 | -567230 | -447883 |
Profit Factor | 2.2779 | 3.178 | 1.2235 | 1.0637 | 1.109 | 1.0111 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 51.0638 | 53.1915 | 48.9362 | 51.0638 | 53.1915 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.183 | 2.7966 | 1.2767 | 1.0194 | 0.9759 | 1.0551 |
Largest Winning Trade | 570904 | 570904 | 53218 | 742088 | 742088 | 266996 |
Largest Losing Trade | -55251 | -55251 | -33219 | -342538 | -342538 | -323009 |
Avg Bars in Trades | 38 | 32 | 43 | 38 | 32 | 43 |
Avg Bars in Winners | 50 | 42 | 59 | 50 | 42 | 59 |
Avg Bars in Losers | 25 | 21 | 28 | 25 | 21 | 28 |
Bars Traded | 3575 | 1517 | 2058 | 3575 | 1517 | 2058 |
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 | 500942 | 559000 | -158864 | -261075 | -216902 | -398587 |
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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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