Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 916904.5995 | 764695.6444 | 152208.955 | 14241149.1317 | 12974836.7802 | 1266312.3516 |
Total P&L (%) | 916.9046 | 764.6956 | 152.209 | 14241.1491 | 12974.8368 | 1266.3124 |
Avg Daily Profit (%) | 0.3667 | 0.3058 | 0.0609 | 0.1988 | 0.1951 | 0.1046 |
Buy And Hold Return (%) | 880.7928 | 880.7928 | 880.7928 | 880.7928 | 880.7928 | 880.7928 |
Max Trade Drawdown | -66658 | -63955 | -66658 | -3419060 | -2407976 | -1011083 |
Profit Factor | 3.5817 | 4.7015 | 2.0245 | 2.8826 | 3.7349 | 1.4489 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 60.2941 | 64.7059 | 55.8824 | 60.2941 | 64.7059 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.3587 | 2.5644 | 1.5983 | 1.8983 | 2.0372 | 1.1439 |
Largest Winning Trade | 334597 | 334597 | 44553 | 7142385 | 7142385 | 1079206 |
Largest Losing Trade | -66658 | -48502 | -66658 | -2407976 | -2407976 | -1011083 |
Avg Bars in Trades | 99 | 128 | 69 | 99 | 128 | 69 |
Avg Bars in Winners | 130 | 146 | 112 | 130 | 146 | 112 |
Avg Bars in Losers | 50 | 95 | 14 | 50 | 95 | 14 |
Bars Traded | 6733 | 4377 | 2356 | 6733 | 4377 | 2356 |
Profit Streak | 164.5746 | 165.2412 | 164.5746 | 164.5746 | 165.2412 | 164.5746 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -247616 | -146403 | -272244 | -97280 | 637874 | -80171 |
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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) |
---|