Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 897878.3032 | 762662.9164 | 135215.3868 | 11825755.9124 | 18399806.3873 | -6574050.4748 |
Total P&L (%) | 897.8783 | 762.6629 | 135.2154 | 11825.7559 | 18399.8064 | -6574.0505 |
Avg Daily Profit (%) | 0.3591 | 0.305 | 0.0541 | 0.1914 | 0.209 | 0 |
Buy And Hold Return (%) | 771.8268 | 771.8268 | 771.8268 | 771.8268 | 771.8268 | 771.8268 |
Max Trade Drawdown | -101350 | -83990 | -87348 | -11897824 | -1850405 | -13287259 |
Profit Factor | 2.9418 | 4.5523 | 1.5459 | 1.556 | 4.7795 | 0.5992 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 60.4396 | 64.4444 | 56.5217 | 60.4396 | 64.4444 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.9256 | 2.5116 | 1.1891 | 1.0185 | 2.637 | 0.4609 |
Largest Winning Trade | 175569 | 175569 | 64830 | 9832048 | 9832048 | 2027857 |
Largest Losing Trade | -73947 | -48969 | -73947 | -11897824 | -1009239 | -11897824 |
Avg Bars in Trades | 51 | 59 | 44 | 51 | 59 | 44 |
Avg Bars in Winners | 62 | 60 | 64 | 62 | 60 | 64 |
Avg Bars in Losers | 35 | 57 | 18 | 35 | 57 | 18 |
Bars Traded | 4725 | 2679 | 2046 | 4725 | 2679 | 2046 |
Profit Streak | 290.3004 | 352.3004 | 290.3004 | 290.3004 | 352.3004 | 290.3004 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96944 | -146074 | -282630 | 454353 | 685770 | -578510 |
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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) |
---|