Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966677.6099 | 927960.117 | 38717.4929 | 8075408.821 | 18376312.3635 | -10300903.5426 |
Total P&L (%) | 966.6776 | 927.9601 | 38.7175 | 8075.4088 | 18376.3124 | -10300.9035 |
Avg Daily Profit (%) | 0.4922 | 0.4725 | 0.0197 | 0.2245 | 0.2661 | 0 |
Buy And Hold Return (%) | 1558.9418 | 1558.9418 | 1558.9418 | 1558.9418 | 1558.9418 | 1558.9418 |
Max Trade Drawdown | -158679 | -99211 | -141350 | -28420199 | -20727822 | -15205542 |
Profit Factor | 2.5119 | 3.7777 | 1.1268 | 1.1073 | 1.4643 | 0.7114 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 44.5783 | 47.619 | 41.4634 | 44.5783 | 47.619 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.1229 | 4.1554 | 1.5908 | 1.3766 | 1.6107 | 1.0043 |
Largest Winning Trade | 276655 | 276655 | 54154 | 10261948 | 10261948 | 8816615 |
Largest Losing Trade | -48748 | -36835 | -48748 | -9304247 | -9304247 | -7777721 |
Avg Bars in Trades | 66 | 62 | 70 | 66 | 62 | 70 |
Avg Bars in Winners | 81 | 73 | 90 | 81 | 73 | 90 |
Avg Bars in Losers | 54 | 51 | 57 | 54 | 51 | 57 |
Bars Traded | 5513 | 2604 | 2909 | 5513 | 2604 | 2909 |
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 | -153840 | -149395 | -415505 | -98859 | 357087 | -582395 |
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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) |
---|