Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1726765.5823 | 1585139.9909 | 141625.5914 | 11496539.2043 | -3928315.2349 | 15424854.4392 |
Total P&L (%) | 1726.7656 | 1585.14 | 141.6256 | 11496.5392 | -3928.3152 | 15424.8544 |
Avg Daily Profit (%) | 0.9594 | 0.8808 | 0.0787 | 0.2645 | 0 | 0.2807 |
Buy And Hold Return (%) | 305.6999 | 305.6999 | 305.6999 | 305.6999 | 305.6999 | 305.6999 |
Max Trade Drawdown | -88062 | -89293 | -54401 | -22911679 | -19742736 | -12082315 |
Profit Factor | 5.9014 | 9.8503 | 1.8177 | 1.1911 | 0.882 | 1.574 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 45.5882 | 38.2353 | 52.9412 | 45.5882 | 38.2353 | 52.9412 |
Ratio Avg Win / Avg Loss | 7.0437 | 15.912 | 1.6158 | 1.4216 | 1.4247 | 1.3991 |
Largest Winning Trade | 823539 | 823539 | 68094 | 9074432 | 9074432 | 5573564 |
Largest Losing Trade | -24191 | -22816 | -24191 | -5635570 | -4322585 | -5635570 |
Avg Bars in Trades | 100 | 71 | 129 | 100 | 71 | 129 |
Avg Bars in Winners | 182 | 159 | 198 | 182 | 159 | 198 |
Avg Bars in Losers | 32 | 17 | 51 | 32 | 17 | 51 |
Bars Traded | 6851 | 2442 | 4409 | 6851 | 2442 | 4409 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94633 | 574637 | -249848 | -117216 | -583703 | 390595 |
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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) |
---|