Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 992467.6978 | 795466.7811 | 197000.9167 | 47421237.5442 | 62044958.6836 | -14623721.1394 |
Total P&L (%) | 992.4677 | 795.4668 | 197.0009 | 47421.2375 | 62044.9587 | -14623.7211 |
Avg Daily Profit (%) | 0.3969 | 0.3181 | 0.0788 | 0.2468 | 0.2576 | 0 |
Buy And Hold Return (%) | 862.1968 | 862.1968 | 862.1968 | 862.1968 | 862.1968 | 862.1968 |
Max Trade Drawdown | -65721 | -68709 | -62452 | -31631665 | -2034964 | -31631665 |
Profit Factor | 3.9174 | 7.6329 | 1.8944 | 2.1742 | 28.4837 | 0.6165 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Profitability (%) | 68.1159 | 73.5294 | 62.8571 | 68.1159 | 73.5294 | 62.8571 |
Ratio Avg Win / Avg Loss | 1.8337 | 2.7478 | 1.1194 | 1.0177 | 10.2541 | 0.3643 |
Largest Winning Trade | 178920 | 178920 | 66794 | 31316985 | 31316985 | 5082176 |
Largest Losing Trade | -62452 | -45197 | -62452 | -31631665 | -1247598 | -31631665 |
Avg Bars in Trades | 102 | 112 | 92 | 102 | 112 | 92 |
Avg Bars in Winners | 117 | 105 | 131 | 117 | 105 | 131 |
Avg Bars in Losers | 69 | 132 | 26 | 69 | 132 | 26 |
Bars Traded | 7057 | 3818 | 3239 | 7057 | 3818 | 3239 |
Profit Streak | 63.9937 | 554.327 | 63.9937 | 63.9937 | 554.327 | 63.9937 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -204727 | -143783 | -248829 | -91215 | 773145 | -578561 |
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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) |
---|