Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1455506.3323 | 1418177.221 | 37329.1113 | 1474497.6223 | -3040106.3008 | 4514603.923 |
Total P&L (%) | 1455.5063 | 1418.1772 | 37.3291 | 1474.4976 | -3040.1063 | 4514.6039 |
Avg Daily Profit (%) | 0.777 | 0.7571 | 0.0199 | 0.1473 | 0 | 0.2048 |
Buy And Hold Return (%) | 491.1631 | 491.1631 | 491.1631 | 491.1631 | 491.1631 | 491.1631 |
Max Trade Drawdown | -175387 | -144902 | -76717 | -13417983 | -10625872 | -3985382 |
Profit Factor | 3.3952 | 5.3326 | 1.1332 | 1.0541 | 0.8271 | 1.4677 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 47.4747 | 44.898 | 50 | 47.4747 | 44.898 | 50 |
Ratio Avg Win / Avg Loss | 3.7564 | 6.5445 | 1.1332 | 1.1663 | 1.015 | 1.4677 |
Largest Winning Trade | 969448 | 969448 | 48202 | 4224393 | 3938188 | 4224393 |
Largest Losing Trade | -48050 | -33481 | -48050 | -3665338 | -3665338 | -1288977 |
Avg Bars in Trades | 72 | 80 | 65 | 72 | 80 | 65 |
Avg Bars in Winners | 100 | 107 | 94 | 100 | 107 | 94 |
Avg Bars in Losers | 47 | 58 | 36 | 47 | 58 | 36 |
Bars Traded | 7223 | 3951 | 3271 | 7223 | 3951 | 3271 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 561600 | 566596 | -586127 | -160835 | -580999 | -170868 |
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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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