Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312131.4923 | 259342.5554 | 52788.9369 | -38553118.9473 | -13473509.1899 | -25079609.7575 |
Total P&L (%) | 312.1315 | 259.3426 | 52.7889 | -38553.1189 | -13473.5092 | -25079.6098 |
Avg Daily Profit (%) | 0.1638 | 0.1361 | 0.0277 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -341492 | -29557 | -59319 | -38601864 | -13532441 | -24571653 |
Profit Factor | 1.4695 | 2.8339 | 1.1009 | 0.5326 | 0.5655 | 0.5128 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 66 | 28 | 38 | 43 | 28 | 15 |
Losing Trades | 43 | 27 | 16 | 66 | 27 | 39 |
Profitability (%) | 60.5505 | 50.9091 | 70.3704 | 39.4495 | 50.9091 | 27.7778 |
Ratio Avg Win / Avg Loss | 0.9574 | 2.7327 | 0.4635 | 0.8175 | 0.5453 | 1.3332 |
Largest Winning Trade | 72067 | 72067 | 45161 | 8348618 | 3474288 | 8348618 |
Largest Losing Trade | -341492 | -19814 | -341492 | -8069303 | -5166973 | -8069303 |
Avg Bars in Trades | 46 | 13 | 80 | 46 | 13 | 80 |
Avg Bars in Winners | 42 | 14 | 63 | 41 | 13 | 93 |
Avg Bars in Losers | 52 | 13 | 119 | 50 | 14 | 75 |
Bars Traded | 5091 | 752 | 4339 | 5091 | 752 | 4339 |
Profit Streak | 159.8839 | 163.2173 | 159.8839 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354023 | -184217 | -444702 | -584591 | -760437 | -777016 |
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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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