Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 912368.0205 | 607817.4487 | 304550.5718 | -10699957.9112 | -3185440.8658 | -7514517.0455 |
Total P&L (%) | 912.368 | 607.8174 | 304.5506 | -10699.9579 | -3185.4409 | -7514.517 |
Avg Daily Profit (%) | 0.4847 | 0.3229 | 0.1618 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106270 | -40082 | -123370 | -11447967 | -4981724 | -7530842 |
Profit Factor | 2.4891 | 3.2594 | 1.8862 | 0.5279 | 0.7176 | 0.34 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 72 | 33 | 39 | 58 | 33 | 25 |
Losing Trades | 60 | 33 | 27 | 74 | 33 | 41 |
Profitability (%) | 54.5455 | 50 | 59.0909 | 43.9394 | 50 | 37.8788 |
Ratio Avg Win / Avg Loss | 2.0743 | 3.2594 | 1.3058 | 0.6736 | 0.7176 | 0.5576 |
Largest Winning Trade | 97016 | 97016 | 47196 | 1183759 | 1183759 | 959786 |
Largest Losing Trade | -105748 | -25406 | -105748 | -2281934 | -2281934 | -2236202 |
Avg Bars in Trades | 82 | 84 | 81 | 82 | 84 | 81 |
Avg Bars in Winners | 88 | 96 | 82 | 77 | 77 | 76 |
Avg Bars in Losers | 75 | 71 | 81 | 87 | 90 | 84 |
Bars Traded | 10954 | 5553 | 5401 | 10954 | 5553 | 5401 |
Profit Streak | 7.1464 | 0 | 14.9797 | 0 | 77.313 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 606108 | -108861 | -112165 | -582785 | -703587 | -709949 |
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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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