Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356396.2328 | 280144.1655 | 76252.0673 | -69852046.0879 | -29857509.8575 | -39994536.2304 |
Total P&L (%) | 356.3962 | 280.1442 | 76.2521 | -69852.0461 | -29857.5099 | -39994.5362 |
Avg Daily Profit (%) | 0.1873 | 0.1472 | 0.0401 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -399244 | -35980 | -399244 | -70098946 | -30204853 | -49431812 |
Profit Factor | 1.3927 | 2.2435 | 1.1118 | 0.6806 | 0.6404 | 0.7052 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 159 | 75 | 84 | 42 | 26 | 16 |
Losing Trades | 34 | 22 | 12 | 151 | 71 | 80 |
Profitability (%) | 82.3834 | 77.3196 | 87.5 | 21.7617 | 26.8041 | 16.6667 |
Ratio Avg Win / Avg Loss | 0.2978 | 0.6581 | 0.1588 | 2.4468 | 1.7488 | 3.5258 |
Largest Winning Trade | 35016 | 35016 | 27290 | 28778840 | 8680745 | 28778840 |
Largest Losing Trade | -399244 | -35980 | -399244 | -7693516 | -7693516 | -5793838 |
Avg Bars in Trades | 114 | 48 | 181 | 114 | 48 | 181 |
Avg Bars in Winners | 74 | 27 | 116 | 220 | 107 | 405 |
Avg Bars in Losers | 302 | 119 | 636 | 85 | 26 | 136 |
Bars Traded | 22118 | 4694 | 17424 | 22118 | 4694 | 17424 |
Profit Streak | 5.3814 | 95.3814 | 0 | 0 | 0 | 58.1314 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454103 | 341455 | -234042 | -621077 | -600158 | -644280 |
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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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