Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607085.3925 | 570506.1813 | 36579.2112 | 478457.7908 | 477275.7315 | 1182.0592 |
Total P&L (%) | 607.0854 | 570.5062 | 36.5792 | 478.4578 | 477.2757 | 1.1821 |
Avg Daily Profit (%) | 0.3229 | 0.3035 | 0.0195 | 0.0934 | 0.0933 | 0.0006 |
Buy And Hold Return (%) | 250.1487 | 250.1487 | 250.1487 | 250.1487 | 250.1487 | 250.1487 |
Max Trade Drawdown | -123460 | -85949 | -67945 | -1818836 | -1321749 | -610062 |
Profit Factor | 2.1957 | 2.8551 | 1.1827 | 1.1028 | 1.1643 | 1.0007 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 50.5051 | 46 | 55.102 | 50.5051 | 46 | 55.102 |
Ratio Avg Win / Avg Loss | 2.1518 | 3.3516 | 0.9637 | 1.0808 | 1.3668 | 0.8154 |
Largest Winning Trade | 504010 | 504010 | 35463 | 491164 | 491164 | 286122 |
Largest Losing Trade | -30722 | -30722 | -22113 | -584908 | -584908 | -348533 |
Avg Bars in Trades | 34 | 36 | 33 | 34 | 36 | 33 |
Avg Bars in Winners | 41 | 54 | 30 | 41 | 54 | 30 |
Avg Bars in Losers | 28 | 20 | 37 | 28 | 20 | 37 |
Bars Traded | 3457 | 1813 | 1644 | 3457 | 1813 | 1644 |
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 | 343887 | -172256 | -353081 | -182825 | -297322 | -578443 |
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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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