Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1827096.6051 | 1672402.7311 | 154693.874 | 4467195.9938 | -646948.1369 | 5114144.1307 |
Total P&L (%) | 1827.0966 | 1672.4027 | 154.6939 | 4467.196 | -646.9481 | 5114.1441 |
Avg Daily Profit (%) | 0.9828 | 0.8996 | 0.0832 | 0.2058 | 0 | 0.2129 |
Buy And Hold Return (%) | 77.8563 | 77.8563 | 77.8563 | 77.8563 | 77.8563 | 77.8563 |
Max Trade Drawdown | -65505 | -67994 | -41028 | -3281507 | -4033762 | -1828365 |
Profit Factor | 5.2632 | 7.6513 | 1.8733 | 1.2919 | 0.9297 | 1.8381 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 31 | 11 | 20 | 31 | 11 | 20 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 31.3131 | 22 | 40.8163 | 31.3131 | 22 | 40.8163 |
Ratio Avg Win / Avg Loss | 11.5451 | 27.1273 | 2.7163 | 2.8338 | 3.2962 | 2.6652 |
Largest Winning Trade | 1537225 | 1537225 | 63799 | 3163275 | 3163275 | 1857052 |
Largest Losing Trade | -15583 | -15583 | -14266 | -1209117 | -1209117 | -1055110 |
Avg Bars in Trades | 36 | 30 | 42 | 36 | 30 | 42 |
Avg Bars in Winners | 91 | 101 | 85 | 91 | 101 | 85 |
Avg Bars in Losers | 11 | 10 | 13 | 11 | 10 | 13 |
Bars Traded | 3612 | 1518 | 2094 | 3612 | 1518 | 2094 |
Profit Streak | 0 | 0 | 43.9975 | 0 | 0 | 43.9975 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515131 | -201589 | -88197 | 80240 | -801370 | 313725 |
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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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