Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1496902.1588 | 1395098.1156 | 101804.0432 | 1476504.5672 | -525391.1054 | 2001895.6726 |
Total P&L (%) | 1496.9022 | 1395.0981 | 101.804 | 1476.5046 | -525.3911 | 2001.8957 |
Avg Daily Profit (%) | 0.8071 | 0.7522 | 0.0549 | 0.1488 | 0 | 0.1643 |
Buy And Hold Return (%) | 66.9784 | 66.9784 | 66.9784 | 66.9784 | 66.9784 | 66.9784 |
Max Trade Drawdown | -65772 | -82061 | -45985 | -2310044 | -2639488 | -1098613 |
Profit Factor | 4.3153 | 6.2783 | 1.5438 | 1.1558 | 0.9127 | 1.5794 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 51.5152 | 46 | 57.1429 | 51.5152 | 46 | 57.1429 |
Ratio Avg Win / Avg Loss | 4.0615 | 7.3702 | 1.1579 | 1.0878 | 1.0715 | 1.1845 |
Largest Winning Trade | 1324942 | 1324942 | 61635 | 1328773 | 1328773 | 1200517 |
Largest Losing Trade | -35186 | -28692 | -35186 | -994020 | -994020 | -586351 |
Avg Bars in Trades | 53 | 40 | 66 | 53 | 40 | 66 |
Avg Bars in Winners | 84 | 63 | 100 | 84 | 63 | 100 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 5267 | 2013 | 3254 | 5267 | 2013 | 3254 |
Profit Streak | 29.4638 | 29.4638 | 40.1304 | 29.4638 | 29.4638 | 40.1304 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 789475 | -159785 | -125684 | -41642 | -760182 | 431044 |
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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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