Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1381369.6324 | 1327809.3335 | 53560.2988 | 642962.3492 | 40.9291 | 642921.4201 |
Total P&L (%) | 1381.3696 | 1327.8093 | 53.5603 | 642.9623 | 0.0409 | 642.9214 |
Avg Daily Profit (%) | 0.7476 | 0.7186 | 0.029 | 0.1086 | 0 | 0.1086 |
Buy And Hold Return (%) | 31.0861 | 31.0861 | 31.0861 | 31.0861 | 31.0861 | 31.0861 |
Max Trade Drawdown | -184755 | -127848 | -73825 | -2676852 | -1904293 | -1146842 |
Profit Factor | 3.2579 | 5.621 | 1.1651 | 1.1096 | 1 | 1.2239 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 46.5347 | 43.1373 | 50 | 46.5347 | 43.1373 | 50 |
Ratio Avg Win / Avg Loss | 3.7431 | 7.4094 | 1.1651 | 1.2749 | 1.3182 | 1.2239 |
Largest Winning Trade | 1233005 | 1233005 | 62153 | 1159601 | 928323 | 1159601 |
Largest Losing Trade | -32444 | -23792 | -32444 | -576414 | -576414 | -509990 |
Avg Bars in Trades | 69 | 58 | 81 | 69 | 58 | 81 |
Avg Bars in Winners | 99 | 79 | 117 | 99 | 79 | 117 |
Avg Bars in Losers | 44 | 43 | 45 | 44 | 43 | 45 |
Bars Traded | 7065 | 2990 | 4075 | 7065 | 2990 | 4075 |
Profit Streak | 55.8551 | 55.8551 | 136.6051 | 55.8551 | 55.8551 | 136.6051 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 678560 | -161441 | -380534 | -147613 | -761229 | -226685 |
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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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