Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797179.421 | 698899.1279 | 98280.2931 | 7334557.8264 | 12048880.0757 | -4714322.2492 |
Total P&L (%) | 797.1794 | 698.8991 | 98.2803 | 7334.5578 | 12048.8801 | -4714.3222 |
Avg Daily Profit (%) | 0.3189 | 0.2796 | 0.0393 | 0.1725 | 0.1922 | 0 |
Buy And Hold Return (%) | 734.2928 | 734.2928 | 734.2928 | 734.2928 | 734.2928 | 734.2928 |
Max Trade Drawdown | -104042 | -93720 | -108334 | -7815883 | -6217517 | -10452987 |
Profit Factor | 2.077 | 2.9362 | 1.2592 | 1.2056 | 1.7697 | 0.7645 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 51.3812 | 47.7778 | 54.9451 | 51.3812 | 47.7778 | 54.9451 |
Ratio Avg Win / Avg Loss | 1.9653 | 3.2093 | 1.0325 | 1.1408 | 1.9343 | 0.6269 |
Largest Winning Trade | 188839 | 188839 | 54849 | 6761285 | 6761285 | 1312804 |
Largest Losing Trade | -48911 | -33368 | -48911 | -3811548 | -1949401 | -3811548 |
Avg Bars in Trades | 53 | 57 | 49 | 53 | 57 | 49 |
Avg Bars in Winners | 65 | 68 | 62 | 65 | 68 | 62 |
Avg Bars in Losers | 40 | 47 | 33 | 40 | 47 | 33 |
Bars Traded | 9652 | 5181 | 4471 | 9652 | 5181 | 4471 |
Profit Streak | 74.3711 | 109.3711 | 74.3711 | 74.3711 | 109.3711 | 74.3711 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124038 | -152068 | -305445 | 338476 | 385595 | -579890 |
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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) |
---|