Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807767.7483 | 552218.28 | 255549.4683 | 6296985.4035 | 521153.5 | 5775831.9035 |
Total P&L (%) | 807.7677 | 552.2183 | 255.5495 | 6296.9854 | 521.1535 | 5775.8319 |
Avg Daily Profit (%) | 0.4618 | 0.3157 | 0.1461 | 0.238 | 0.1045 | 0.2331 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70625 | -71879 | -30966 | -4897621 | -4269992 | -1942354 |
Profit Factor | 2.9641 | 3.3837 | 2.4229 | 1.4632 | 1.0639 | 2.0627 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 50 | 30 | 20 | 50 | 30 | 20 |
Profitability (%) | 49.4949 | 40 | 59.1837 | 49.4949 | 40 | 59.1837 |
Ratio Avg Win / Avg Loss | 3.0246 | 5.0756 | 1.671 | 1.493 | 1.5958 | 1.4225 |
Largest Winning Trade | 303747 | 303747 | 74137 | 3366984 | 2536079 | 3366984 |
Largest Losing Trade | -26605 | -21509 | -26605 | -1727658 | -1727658 | -1580553 |
Avg Bars in Trades | 51 | 34 | 68 | 51 | 34 | 68 |
Avg Bars in Winners | 69 | 57 | 78 | 69 | 57 | 78 |
Avg Bars in Losers | 33 | 20 | 54 | 33 | 20 | 54 |
Bars Traded | 5117 | 1747 | 3369 | 5117 | 1747 | 3369 |
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 | 576111 | -168447 | 283518 | 342388 | -386214 | 447035 |
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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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