Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351807.204 | 266655.6515 | 85151.5524 | -20837245.7935 | -8455577.5834 | -12381668.2102 |
Total P&L (%) | 351.8072 | 266.6557 | 85.1516 | -20837.2458 | -8455.5776 | -12381.6682 |
Avg Daily Profit (%) | 0.1832 | 0.1388 | 0.0443 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -289621 | -26908 | -69999 | -20898799 | -8616385 | -12386426 |
Profit Factor | 1.5449 | 2.7687 | 1.1721 | 0.4706 | 0.3965 | 0.5115 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 57 | 26 | 31 | 36 | 22 | 14 |
Losing Trades | 36 | 21 | 15 | 57 | 25 | 32 |
Profitability (%) | 61.2903 | 55.3191 | 67.3913 | 38.7097 | 46.8085 | 30.4348 |
Ratio Avg Win / Avg Loss | 0.9757 | 2.2363 | 0.5671 | 0.7451 | 0.4506 | 1.1691 |
Largest Winning Trade | 69679 | 69679 | 45859 | 3805171 | 821472 | 3805171 |
Largest Losing Trade | -289621 | -14553 | -289621 | -4865629 | -3098589 | -4865629 |
Avg Bars in Trades | 36 | 12 | 61 | 36 | 12 | 61 |
Avg Bars in Winners | 31 | 12 | 48 | 34 | 12 | 69 |
Avg Bars in Losers | 44 | 12 | 88 | 37 | 12 | 57 |
Bars Traded | 3408 | 586 | 2822 | 3408 | 586 | 2822 |
Profit Streak | 0 | 0 | 269.293 | 110.293 | 155.793 | 0 |
Trades During Streak | 0 | 0 | 7 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327701 | -1344 | -162836 | -584358 | -581084 | -586646 |
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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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