Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971692.4763 | 815703.9775 | 155988.4989 | 22835087.6168 | 34953973.8366 | -12118886.2198 |
Total P&L (%) | 971.6925 | 815.704 | 155.9885 | 22835.0876 | 34953.9738 | -12118.8862 |
Avg Daily Profit (%) | 0.3887 | 0.3263 | 0.0624 | 0.2176 | 0.2347 | 0 |
Buy And Hold Return (%) | 840.0142 | 840.0142 | 840.0142 | 840.0142 | 840.0142 | 840.0142 |
Max Trade Drawdown | -152164 | -61554 | -126832 | -34020285 | -10572628 | -32910782 |
Profit Factor | 3.6567 | 5.8377 | 1.7913 | 1.3573 | 2.3357 | 0.6789 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 63.7681 | 61.7647 | 65.7143 | 63.7681 | 61.7647 | 65.7143 |
Ratio Avg Win / Avg Loss | 2.0777 | 3.6138 | 0.9346 | 0.7712 | 1.4459 | 0.3542 |
Largest Winning Trade | 324580 | 324580 | 46384 | 19972087 | 19972087 | 4232403 |
Largest Losing Trade | -45093 | -27222 | -45093 | -18115513 | -4232109 | -18115513 |
Avg Bars in Trades | 137 | 174 | 100 | 137 | 174 | 100 |
Avg Bars in Winners | 152 | 195 | 113 | 152 | 195 | 113 |
Avg Bars in Losers | 110 | 141 | 76 | 110 | 141 | 76 |
Bars Traded | 9469 | 5948 | 3522 | 9469 | 5948 | 3522 |
Profit Streak | 226.0354 | 226.0354 | 231.7854 | 226.0354 | 226.0354 | 231.7854 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -203358 | -145769 | -271388 | -95854 | 509483 | -577395 |
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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) |
---|