Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1663898.6709 | 1554527.8028 | 109370.8681 | 2212760.7337 | 469182.3839 | 1743578.3498 |
Total P&L (%) | 1663.8987 | 1554.5278 | 109.3709 | 2212.7607 | 469.1824 | 1743.5784 |
Avg Daily Profit (%) | 0.8942 | 0.8354 | 0.0588 | 0.1689 | 0.0935 | 0.1567 |
Buy And Hold Return (%) | 31.1089 | 31.1089 | 31.1089 | 31.1089 | 31.1089 | 31.1089 |
Max Trade Drawdown | -97661 | -83944 | -56276 | -3214231 | -3074833 | -1452430 |
Profit Factor | 4.3976 | 7.0946 | 1.4661 | 1.1926 | 1.0707 | 1.3592 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 46.9388 | 36.7347 | 57.1429 | 46.9388 | 36.7347 | 57.1429 |
Ratio Avg Win / Avg Loss | 4.9712 | 12.2185 | 1.0996 | 1.3482 | 1.844 | 1.0194 |
Largest Winning Trade | 1426549 | 1426549 | 62048 | 2091505 | 2091505 | 1061710 |
Largest Losing Trade | -27271 | -23942 | -27271 | -906831 | -784329 | -906831 |
Avg Bars in Trades | 110 | 101 | 119 | 110 | 101 | 119 |
Avg Bars in Winners | 171 | 179 | 165 | 171 | 179 | 165 |
Avg Bars in Losers | 56 | 55 | 58 | 56 | 55 | 58 |
Bars Traded | 10836 | 4961 | 5875 | 10836 | 4961 | 5875 |
Profit Streak | 22.2889 | 22.2889 | 57.7889 | 22.2889 | 22.2889 | 57.7889 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 764058 | 637411 | -113453 | -242 | -213774 | 383529 |
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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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