Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 998723.6492 | 927290.0544 | 71433.5948 | 500966.2909 | 458059.6531 | 42906.6378 |
Total P&L (%) | 998.7236 | 927.2901 | 71.4336 | 500.9663 | 458.0597 | 42.9066 |
Avg Daily Profit (%) | 0.5374 | 0.4989 | 0.0384 | 0.0965 | 0.0926 | 0.0192 |
Buy And Hold Return (%) | 49.807 | 49.807 | 49.807 | 49.807 | 49.807 | 49.807 |
Max Trade Drawdown | -112075 | -76586 | -47175 | -764113 | -569699 | -390628 |
Profit Factor | 2.9277 | 4.3826 | 1.2928 | 1.1507 | 1.2673 | 1.0266 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 45.5446 | 45.098 | 46 | 45.5446 | 45.098 | 46 |
Ratio Avg Win / Avg Loss | 3.5005 | 5.3353 | 1.5176 | 1.3758 | 1.5428 | 1.2052 |
Largest Winning Trade | 916669 | 916669 | 63010 | 916669 | 916669 | 321120 |
Largest Losing Trade | -40403 | -33433 | -40403 | -410765 | -202575 | -410765 |
Avg Bars in Trades | 34 | 21 | 48 | 34 | 21 | 48 |
Avg Bars in Winners | 55 | 30 | 79 | 55 | 30 | 79 |
Avg Bars in Losers | 17 | 14 | 20 | 17 | 14 | 20 |
Bars Traded | 3493 | 1093 | 2400 | 3493 | 1093 | 2400 |
Profit Streak | 20.2576 | 29.7576 | 0 | 20.2576 | 29.7576 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 561692 | -163208 | -352708 | -119332 | -249551 | -705798 |
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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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