Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877240.6156 | 760678.116 | 116562.4996 | -33860986.0442 | 104246786.4659 | -138107772.5101 |
Total P&L (%) | 877.2406 | 760.6781 | 116.5625 | -33860.986 | 104246.7865 | -138107.7725 |
Avg Daily Profit (%) | 0.3508 | 0.3042 | 0.0466 | 0 | 0.2783 | 0 |
Buy And Hold Return (%) | 834.9312 | 834.9312 | 834.9312 | 834.9312 | 834.9312 | 834.9312 |
Max Trade Drawdown | -228146 | -75545 | -175808 | -167269405 | -9432902 | -169422409 |
Profit Factor | 2.7155 | 4.6961 | 1.3815 | 0.8308 | 6.0439 | 0.2305 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 52 | 24 | 28 | 56 | 28 | 28 |
Losing Trades | 39 | 21 | 18 | 35 | 17 | 18 |
Profitability (%) | 57.1429 | 53.3333 | 60.8696 | 61.5385 | 62.2222 | 60.8696 |
Ratio Avg Win / Avg Loss | 2.0366 | 4.1091 | 0.8881 | 0.5193 | 3.6695 | 0.1482 |
Largest Winning Trade | 148146 | 148146 | 63935 | 67407754 | 67407754 | 13010343 |
Largest Losing Trade | -143870 | -38701 | -143870 | -163636001 | -9432902 | -163636001 |
Avg Bars in Trades | 53 | 59 | 47 | 53 | 59 | 47 |
Avg Bars in Winners | 63 | 60 | 66 | 57 | 55 | 60 |
Avg Bars in Losers | 39 | 57 | 17 | 46 | 66 | 27 |
Bars Traded | 4855 | 2672 | 2183 | 4855 | 2672 | 2183 |
Profit Streak | 124.4935 | 124.4935 | 132.9935 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132984 | -148213 | -295071 | -579039 | 679895 | -579295 |
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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) |
---|