Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692510.2883 | 639410.0475 | 53100.2408 | 1161676.879 | 1667638.6964 | -505961.8174 |
Total P&L (%) | 692.5103 | 639.41 | 53.1002 | 1161.6769 | 1667.6387 | -505.9618 |
Avg Daily Profit (%) | 0.7761 | 0.7166 | 0.0595 | 0.2845 | 0.3224 | 0 |
Buy And Hold Return (%) | 283.0135 | 283.0135 | 283.0135 | 283.0135 | 283.0135 | 283.0135 |
Max Trade Drawdown | -93907 | -42742 | -63050 | -2429079 | -859184 | -1873498 |
Profit Factor | 3.7197 | 6.3774 | 1.3913 | 1.3157 | 2.1484 | 0.7729 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 50.5051 | 48 | 53.0612 | 50.5051 | 48 | 53.0612 |
Ratio Avg Win / Avg Loss | 3.6453 | 6.9088 | 1.2307 | 1.2894 | 2.3275 | 0.6837 |
Largest Winning Trade | 467647 | 467647 | 49992 | 1971828 | 1971828 | 1171327 |
Largest Losing Trade | -30792 | -25643 | -30792 | -1136464 | -435118 | -1136464 |
Avg Bars in Trades | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Winners | 78 | 88 | 69 | 78 | 88 | 69 |
Avg Bars in Losers | 19 | 13 | 25 | 19 | 13 | 25 |
Bars Traded | 4883 | 2469 | 2414 | 4883 | 2469 | 2414 |
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 | 584539 | -165012 | -278106 | 257027 | -168400 | -580284 |
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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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