Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872708.9172 | 583091.7907 | 289617.1265 | -21452853.9207 | -6195380.5492 | -15257473.3715 |
Total P&L (%) | 872.7089 | 583.0918 | 289.6171 | -21452.8539 | -6195.3805 | -15257.4734 |
Avg Daily Profit (%) | 0.4606 | 0.3077 | 0.1528 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114280 | -58246 | -137470 | -22700585 | -8559101 | -15297737 |
Profit Factor | 2.2873 | 2.9698 | 1.7583 | 0.4738 | 0.6866 | 0.2734 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 83 | 38 | 45 | 67 | 38 | 29 |
Losing Trades | 65 | 36 | 29 | 81 | 36 | 45 |
Profitability (%) | 56.0811 | 51.3514 | 60.8108 | 45.2703 | 51.3514 | 39.1892 |
Ratio Avg Win / Avg Loss | 1.7912 | 2.8135 | 1.1331 | 0.5728 | 0.6505 | 0.4243 |
Largest Winning Trade | 97724 | 97724 | 46253 | 3025863 | 3025863 | 849440 |
Largest Losing Trade | -114280 | -31094 | -114280 | -4205775 | -4070078 | -4205775 |
Avg Bars in Trades | 74 | 75 | 72 | 74 | 75 | 72 |
Avg Bars in Winners | 81 | 91 | 73 | 65 | 65 | 64 |
Avg Bars in Losers | 64 | 58 | 70 | 81 | 86 | 77 |
Bars Traded | 10954 | 5608 | 5346 | 10954 | 5608 | 5346 |
Profit Streak | 16.6291 | 0 | 25.1291 | 0 | 22.1291 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 589414 | -49652 | -52314 | -582225 | -644512 | -649440 |
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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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