Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393380.5994 | 142164.3907 | 251216.2087 | -14920668.7201 | -2575144.8221 | -12345523.898 |
Total P&L (%) | 393.3806 | 142.1644 | 251.2162 | -14920.6687 | -2575.1448 | -12345.5239 |
Avg Daily Profit (%) | 0.237 | 0.0857 | 0.1514 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229047 | -63552 | -229047 | -15138485 | -4499637 | -12520950 |
Profit Factor | 1.5682 | 1.6291 | 1.5387 | 0.4554 | 0.7088 | 0.3347 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 213 | 98 | 115 | 51 | 31 | 20 |
Losing Trades | 43 | 30 | 13 | 205 | 97 | 108 |
Profitability (%) | 83.2031 | 76.5625 | 89.8438 | 19.9219 | 24.2188 | 15.625 |
Ratio Avg Win / Avg Loss | 0.3166 | 0.4987 | 0.1739 | 1.8307 | 2.2179 | 1.8073 |
Largest Winning Trade | 25748 | 25748 | 25222 | 1939451 | 1471394 | 1939451 |
Largest Losing Trade | -229047 | -32420 | -229047 | -2271130 | -1843760 | -2271130 |
Avg Bars in Trades | 37 | 21 | 54 | 37 | 21 | 54 |
Avg Bars in Winners | 20 | 9 | 30 | 100 | 56 | 168 |
Avg Bars in Losers | 123 | 59 | 269 | 22 | 9 | 33 |
Bars Traded | 9709 | 2704 | 7005 | 9709 | 2704 | 7005 |
Profit Streak | 59.9109 | 97.5776 | 59.9109 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539469 | -73157 | 466824 | -628857 | -611195 | -649348 |
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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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