Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415867.2836 | 326654.173 | 89213.1107 | -9550659.1877 | -7389343.7856 | -2161315.4022 |
Total P&L (%) | 415.8673 | 326.6542 | 89.2131 | -9550.6592 | -7389.3438 | -2161.3154 |
Avg Daily Profit (%) | 0.2179 | 0.1712 | 0.0467 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -273430 | -61473 | -269364 | -9706171 | -7907987 | -4328790 |
Profit Factor | 1.4967 | 1.9758 | 1.1775 | 0.6199 | 0.4825 | 0.8007 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 103 | 49 | 54 | 54 | 30 | 24 |
Losing Trades | 48 | 27 | 21 | 97 | 46 | 51 |
Profitability (%) | 68.2119 | 64.4737 | 72 | 35.7616 | 39.4737 | 32 |
Ratio Avg Win / Avg Loss | 0.6975 | 1.0887 | 0.4579 | 1.1134 | 0.7398 | 1.7015 |
Largest Winning Trade | 87878 | 87878 | 32280 | 5108401 | 1940933 | 5108401 |
Largest Losing Trade | -262205 | -56888 | -262205 | -4420457 | -4420457 | -669966 |
Avg Bars in Trades | 48 | 58 | 39 | 48 | 58 | 39 |
Avg Bars in Winners | 32 | 36 | 27 | 76 | 95 | 53 |
Avg Bars in Losers | 85 | 98 | 67 | 33 | 35 | 32 |
Bars Traded | 7388 | 4463 | 2925 | 7388 | 4463 | 2925 |
Profit Streak | 26.0045 | 26.0045 | 284.2545 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 9 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436526 | -35822 | -209724 | -583857 | -634329 | -641958 |
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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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