Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 890392.9596 | 786507.1766 | 103885.783 | 9243387.2421 | 14553184.9347 | -5309797.6926 |
Total P&L (%) | 890.393 | 786.5072 | 103.8858 | 9243.3872 | 14553.1849 | -5309.7977 |
Avg Daily Profit (%) | 0.3562 | 0.3146 | 0.0416 | 0.1817 | 0.1997 | 0 |
Buy And Hold Return (%) | 773.3215 | 773.3215 | 773.3215 | 773.3215 | 773.3215 | 773.3215 |
Max Trade Drawdown | -63157 | -61083 | -84441 | -7463178 | -3020231 | -9399936 |
Profit Factor | 3.018 | 5.2275 | 1.4071 | 1.4065 | 2.7837 | 0.6358 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 54.878 | 53.6585 | 56.0976 | 54.878 | 53.6585 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.4815 | 4.5146 | 1.1012 | 1.1565 | 2.4041 | 0.4976 |
Largest Winning Trade | 270830 | 270830 | 59878 | 10511978 | 10511978 | 1516323 |
Largest Losing Trade | -44513 | -16685 | -44513 | -5611365 | -1465326 | -5611365 |
Avg Bars in Trades | 111 | 111 | 112 | 111 | 111 | 112 |
Avg Bars in Winners | 137 | 138 | 136 | 137 | 138 | 136 |
Avg Bars in Losers | 81 | 79 | 82 | 81 | 79 | 82 |
Bars Traded | 9176 | 4556 | 4620 | 9176 | 4556 | 4620 |
Profit Streak | 70.7278 | 161.4778 | 0 | 70.7278 | 161.4778 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111129 | -142018 | -301614 | 37033 | 533643 | -579951 |
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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) |
---|