Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314789.4867 | 204174.06 | 110615.4267 | -11481979.5026 | -2950889.3864 | -8531090.1162 |
Total P&L (%) | 314.7895 | 204.1741 | 110.6154 | -11481.9795 | -2950.8894 | -8531.0901 |
Avg Daily Profit (%) | 0.1654 | 0.1073 | 0.0581 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -267096 | -60984 | -267096 | -11555968 | -4154363 | -8571520 |
Profit Factor | 1.5381 | 1.8197 | 1.3293 | 0.5158 | 0.7543 | 0.271 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 115 | 56 | 59 | 22 | 13 | 9 |
Losing Trades | 17 | 10 | 7 | 110 | 53 | 57 |
Profitability (%) | 87.1212 | 84.8485 | 89.3939 | 16.6667 | 19.697 | 13.6364 |
Ratio Avg Win / Avg Loss | 0.2274 | 0.325 | 0.1577 | 2.5788 | 3.0752 | 1.7163 |
Largest Winning Trade | 35363 | 29553 | 35363 | 3615926 | 3615926 | 1920859 |
Largest Losing Trade | -267096 | -59430 | -267096 | -1264123 | -1264123 | -1077514 |
Avg Bars in Trades | 26 | 35 | 18 | 26 | 35 | 18 |
Avg Bars in Winners | 10 | 7 | 13 | 100 | 149 | 29 |
Avg Bars in Losers | 139 | 193 | 63 | 12 | 7 | 16 |
Bars Traded | 3542 | 2323 | 1219 | 3542 | 2323 | 1219 |
Profit Streak | 71.8022 | 71.8022 | 130.3022 | 0 | 0 | 0 |
Trades During Streak | 18 | 9 | 11 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520618 | -167308 | -234216 | -643915 | -755645 | -782079 |
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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) |
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