Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3837557.5121 | 3846708.9426 | -9151.4304 | 435673.9797 | 82654.1007 | 353019.879 |
Total P&L (%) | 3837.5575 | 3846.7089 | -9.1514 | 435.674 | 82.6541 | 353.0199 |
Avg Daily Profit (%) | 1.7288 | 1.7329 | -0.0041 | 0.0756 | 0.0271 | 0.0681 |
Buy And Hold Return (%) | 329.2692 | 329.2692 | 329.2692 | 329.2692 | 329.2692 | 329.2692 |
Max Trade Drawdown | -175812 | -151854 | -37326 | -4493021 | -4245801 | -683483 |
Profit Factor | 12.5819 | 16.3218 | 0.886 | 1.0712 | 1.0164 | 1.3243 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 52.459 | 40 | 64.5161 | 52.459 | 40 | 64.5161 |
Ratio Avg Win / Avg Loss | 11.4023 | 24.4826 | 0.4873 | 0.9708 | 1.5246 | 0.7284 |
Largest Winning Trade | 3956908 | 3956908 | 13384 | 3061482 | 3061482 | 324568 |
Largest Losing Trade | -45824 | -45824 | -22094 | -1443089 | -1443089 | -400004 |
Avg Bars in Trades | 121 | 236 | 11 | 121 | 236 | 11 |
Avg Bars in Winners | 126 | 326 | 6 | 126 | 326 | 6 |
Avg Bars in Losers | 116 | 175 | 19 | 116 | 175 | 19 |
Bars Traded | 7435 | 7080 | 355 | 7435 | 7080 | 355 |
Profit Streak | 158.8999 | 0 | 270.6499 | 158.8999 | 0 | 270.6499 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142603 | 668437 | -577263 | -466164 | -527669 | -243285 |
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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) |
---|