Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799229.8591 | 663109.8812 | 136119.9779 | 15829247.6915 | 21176896.1707 | -5347648.4793 |
Total P&L (%) | 799.2299 | 663.1099 | 136.12 | 15829.2477 | 21176.8962 | -5347.6485 |
Avg Daily Profit (%) | 0.3196 | 0.2651 | 0.0544 | 0.203 | 0.2146 | 0 |
Buy And Hold Return (%) | 814.3393 | 814.3393 | 814.3393 | 814.3393 | 814.3393 | 814.3393 |
Max Trade Drawdown | -72182 | -72741 | -80244 | -10041857 | -737419 | -10036409 |
Profit Factor | 3.106 | 6.2793 | 1.5361 | 2.0107 | 14.3448 | 0.62 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Losing Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Profitability (%) | 63.2184 | 69.7674 | 56.8182 | 63.2184 | 69.7674 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.8071 | 2.721 | 1.1674 | 1.1699 | 6.2161 | 0.4712 |
Largest Winning Trade | 162875 | 162875 | 53597 | 11845505 | 11845505 | 1824336 |
Largest Losing Trade | -50634 | -47941 | -50634 | -7088842 | -442066 | -7088842 |
Avg Bars in Trades | 81 | 92 | 70 | 81 | 92 | 70 |
Avg Bars in Winners | 90 | 80 | 101 | 90 | 80 | 101 |
Avg Bars in Losers | 67 | 121 | 30 | 67 | 121 | 30 |
Bars Traded | 7116 | 3996 | 3120 | 7116 | 3996 | 3120 |
Profit Streak | 71.9569 | 299.9569 | 71.9569 | 71.9569 | 299.9569 | 71.9569 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147592 | -144673 | -282989 | 502685 | 744197 | -579277 |
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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) |
---|