Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975950.1582 | 785363.8536 | 190586.3046 | 43517439.627 | 73312349.293 | -29794909.6661 |
Total P&L (%) | 975.9502 | 785.3639 | 190.5863 | 43517.4396 | 73312.3493 | -29794.9097 |
Avg Daily Profit (%) | 0.3904 | 0.3141 | 0.0762 | 0.2434 | 0.2643 | 0 |
Buy And Hold Return (%) | 819.0868 | 819.0868 | 819.0868 | 819.0868 | 819.0868 | 819.0868 |
Max Trade Drawdown | -88591 | -84374 | -82187 | -51874626 | -5862979 | -52451977 |
Profit Factor | 3.4138 | 4.7592 | 1.9754 | 1.5434 | 5.7216 | 0.5384 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 56.5657 | 55.102 | 58 | 56.5657 | 55.102 | 58 |
Ratio Avg Win / Avg Loss | 2.6213 | 3.8778 | 1.4304 | 1.1851 | 4.6621 | 0.3899 |
Largest Winning Trade | 167459 | 167459 | 64825 | 44876395 | 44876395 | 7349162 |
Largest Losing Trade | -64287 | -44496 | -64287 | -46077641 | -3589310 | -46077641 |
Avg Bars in Trades | 95 | 113 | 77 | 95 | 113 | 77 |
Avg Bars in Winners | 121 | 134 | 110 | 121 | 134 | 110 |
Avg Bars in Losers | 60 | 87 | 32 | 60 | 87 | 32 |
Bars Traded | 9428 | 5548 | 3879 | 9428 | 5548 | 3879 |
Profit Streak | 126.1741 | 126.1741 | 126.6741 | 126.1741 | 126.1741 | 126.6741 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87537 | -147821 | -432355 | 448071 | 656483 | -758837 |
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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) |
---|