Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300318.0745 | 397211.3787 | -96893.3042 | -33523637.2232 | -18630819.2733 | -14892817.95 |
Total P&L (%) | 300.3181 | 397.2114 | -96.8933 | -33523.6372 | -18630.8193 | -14892.818 |
Avg Daily Profit (%) | 0.12 | 0.1588 | -0.0387 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -446009 | -51864 | -400009 | -33840303 | -19519790 | -15740984 |
Profit Factor | 1.3738 | 3.0832 | 0.8419 | 0.5518 | 0.4867 | 0.6131 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 69 | 37 | 32 | 34 | 16 | 18 |
Losing Trades | 27 | 11 | 16 | 62 | 32 | 30 |
Profitability (%) | 71.875 | 77.0833 | 66.6667 | 35.4167 | 33.3333 | 37.5 |
Ratio Avg Win / Avg Loss | 0.5376 | 0.9166 | 0.4209 | 1.0062 | 0.9735 | 1.0218 |
Largest Winning Trade | 135432 | 135432 | 45543 | 5264580 | 5264580 | 4811379 |
Largest Losing Trade | -394145 | -51864 | -394145 | -7356166 | -7356166 | -6149619 |
Avg Bars in Trades | 49 | 41 | 57 | 49 | 41 | 57 |
Avg Bars in Winners | 39 | 29 | 50 | 71 | 74 | 68 |
Avg Bars in Losers | 74 | 81 | 70 | 37 | 24 | 50 |
Bars Traded | 4744 | 1994 | 2750 | 4744 | 1994 | 2750 |
Profit Streak | 78.5585 | 196.5585 | 78.5585 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29158 | 553218 | -577970 | -584526 | -587170 | -583883 |
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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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