Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860561.7298 | 751600.0466 | 108961.6832 | 9958439.0989 | 10866839.787 | -908400.6881 |
Total P&L (%) | 860.5617 | 751.6 | 108.9617 | 9958.4391 | 10866.8398 | -908.4007 |
Avg Daily Profit (%) | 0.4132 | 0.3609 | 0.0523 | 0.2216 | 0.2258 | 0 |
Buy And Hold Return (%) | 1185.4923 | 1185.4923 | 1185.4923 | 1185.4923 | 1185.4923 | 1185.4923 |
Max Trade Drawdown | -63349 | -31590 | -70640 | -3402572 | -1864228 | -4619716 |
Profit Factor | 3.1138 | 5.1952 | 1.478 | 1.7441 | 3.0311 | 0.8869 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 46.0674 | 45.4545 | 46.6667 | 46.0674 | 45.4545 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.6454 | 6.2343 | 1.6891 | 2.0419 | 3.6373 | 1.0136 |
Largest Winning Trade | 346811 | 346811 | 50856 | 6308206 | 6308206 | 1286628 |
Largest Losing Trade | -58689 | -22430 | -58689 | -3064449 | -1204583 | -3064449 |
Avg Bars in Trades | 273 | 266 | 280 | 273 | 266 | 280 |
Avg Bars in Winners | 406 | 387 | 423 | 406 | 387 | 423 |
Avg Bars in Losers | 159 | 165 | 154 | 159 | 165 | 154 |
Bars Traded | 24335 | 11724 | 12612 | 24335 | 11724 | 12612 |
Profit Streak | 169.2465 | 169.2465 | 183.8299 | 169.2465 | 169.2465 | 183.8299 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149848 | -149168 | -286417 | 419344 | 479045 | -578984 |
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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) |
---|