Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1116836.4565 | 1074999.1396 | 41837.3169 | 1678880.2134 | 2267454.5299 | -588574.3165 |
Total P&L (%) | 1116.8365 | 1074.9991 | 41.8373 | 1678.8802 | 2267.4545 | -588.5743 |
Avg Daily Profit (%) | 0.6164 | 0.5933 | 0.0231 | 0.159 | 0.1748 | 0 |
Buy And Hold Return (%) | 675.8976 | 675.8976 | 675.8976 | 675.8976 | 675.8976 | 675.8976 |
Max Trade Drawdown | -101449 | -103701 | -56306 | -2336633 | -1541544 | -1584609 |
Profit Factor | 3.3779 | 4.7413 | 1.2294 | 1.2442 | 1.5791 | 0.8011 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 50 | 51.5152 | 48.4848 | 50 | 51.5152 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.3779 | 4.4624 | 1.3063 | 1.2442 | 1.4862 | 0.8512 |
Largest Winning Trade | 694407 | 694407 | 56509 | 2033013 | 2033013 | 621282 |
Largest Losing Trade | -56306 | -44802 | -56306 | -1584609 | -770921 | -1584609 |
Avg Bars in Trades | 77 | 127 | 28 | 77 | 127 | 28 |
Avg Bars in Winners | 106 | 170 | 38 | 106 | 170 | 38 |
Avg Bars in Losers | 49 | 81 | 18 | 49 | 81 | 18 |
Bars Traded | 5146 | 4205 | 941 | 5146 | 4205 | 941 |
Profit Streak | 131.7202 | 181.0536 | 131.7202 | 131.7202 | 181.0536 | 131.7202 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118299 | 392885 | -327914 | -123381 | 300382 | -580546 |
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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) |
---|