Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 919823.2893 | 772067.0949 | 147756.1944 | 8588905.7399 | 25612269.0214 | -17023363.2815 |
Total P&L (%) | 919.8233 | 772.0671 | 147.7562 | 8588.9057 | 25612.269 | -17023.3633 |
Avg Daily Profit (%) | 0.3679 | 0.3088 | 0.0591 | 0.1787 | 0.2222 | 0 |
Buy And Hold Return (%) | 788.5803 | 788.5803 | 788.5803 | 788.5803 | 788.5803 | 788.5803 |
Max Trade Drawdown | -84489 | -68863 | -91270 | -22315538 | -2419511 | -23365314 |
Profit Factor | 2.9982 | 5.5558 | 1.508 | 1.2608 | 5.9196 | 0.386 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 66.6667 | 67.5 | 65.8537 | 66.6667 | 67.5 | 65.8537 |
Ratio Avg Win / Avg Loss | 1.4991 | 2.675 | 0.7819 | 0.6304 | 2.8502 | 0.2001 |
Largest Winning Trade | 173899 | 173899 | 66111 | 16769130 | 16769130 | 2184871 |
Largest Losing Trade | -84489 | -47444 | -84489 | -22315538 | -2156985 | -22315538 |
Avg Bars in Trades | 58 | 65 | 50 | 58 | 65 | 50 |
Avg Bars in Winners | 67 | 65 | 70 | 67 | 65 | 70 |
Avg Bars in Losers | 39 | 67 | 13 | 39 | 67 | 13 |
Bars Traded | 4714 | 2638 | 2076 | 4714 | 2638 | 2076 |
Profit Streak | 53.0594 | 444.0594 | 53.0594 | 53.0594 | 444.0594 | 53.0594 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112765 | -144918 | -277453 | -6820 | 733897 | -578124 |
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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) |
---|