Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 955752.499 | 785705.824 | 170046.675 | 18579972.5817 | 14139754.6981 | 4440217.8836 |
Total P&L (%) | 955.7525 | 785.7058 | 170.0467 | 18579.9726 | 14139.7547 | 4440.2179 |
Avg Daily Profit (%) | 0.3822 | 0.3142 | 0.068 | 0.2094 | 0.1985 | 0.1527 |
Buy And Hold Return (%) | 849.4361 | 849.4361 | 849.4361 | 849.4361 | 849.4361 | 849.4361 |
Max Trade Drawdown | -99971 | -84168 | -63261 | -1336209 | -873811 | -734995 |
Profit Factor | 3.5516 | 5.1237 | 1.924 | 5.8973 | 8.513 | 3.3224 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 61.039 | 63.1579 | 58.9744 | 61.039 | 63.1579 | 58.9744 |
Ratio Avg Win / Avg Loss | 2.267 | 2.9888 | 1.3384 | 3.7642 | 4.9659 | 2.3112 |
Largest Winning Trade | 369854 | 369854 | 42218 | 6444890 | 6444890 | 2631089 |
Largest Losing Trade | -63261 | -50677 | -63261 | -499912 | -441224 | -499912 |
Avg Bars in Trades | 59 | 74 | 45 | 59 | 74 | 45 |
Avg Bars in Winners | 67 | 68 | 65 | 67 | 68 | 65 |
Avg Bars in Losers | 47 | 83 | 16 | 47 | 83 | 16 |
Bars Traded | 4583 | 2815 | 1768 | 4583 | 2815 | 1768 |
Profit Streak | 430.9154 | 442.4154 | 430.9154 | 430.9154 | 442.4154 | 430.9154 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153648 | -145784 | -262827 | -26567 | 707276 | 552420 |
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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) |
---|