Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1107705.9811 | 1107892.3307 | -186.3496 | 30187369.7808 | 38312876.3985 | -8125506.6176 |
Total P&L (%) | 1107.706 | 1107.8923 | -0.1864 | 30187.3698 | 38312.8764 | -8125.5066 |
Avg Daily Profit (%) | 0.606 | 0.6061 | -0.0001 | 0.313 | 0.3261 | 0 |
Buy And Hold Return (%) | 7117.7503 | 7117.7503 | 7117.7503 | 7117.7503 | 7117.7503 | 7117.7503 |
Max Trade Drawdown | -194731 | -185965 | -56472 | -58113741 | -55725365 | -19259962 |
Profit Factor | 2.396 | 2.9253 | 0.9991 | 1.2194 | 1.3528 | 0.72 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Profitability (%) | 69.7987 | 72.973 | 66.6667 | 69.7987 | 72.973 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.0367 | 1.0834 | 0.4996 | 0.5276 | 0.5011 | 0.36 |
Largest Winning Trade | 148064 | 148064 | 18111 | 19095193 | 19095193 | 2850337 |
Largest Losing Trade | -69487 | -69487 | -45258 | -24513807 | -24513807 | -14357720 |
Avg Bars in Trades | 135 | 266 | 6 | 135 | 266 | 6 |
Avg Bars in Winners | 69 | 131 | 3 | 69 | 131 | 3 |
Avg Bars in Losers | 287 | 633 | 11 | 287 | 633 | 11 |
Bars Traded | 20190 | 19738 | 452 | 20190 | 19738 | 452 |
Profit Streak | 321.755 | 416.4217 | 321.755 | 321.755 | 416.4217 | 321.755 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146449 | -209601 | -633674 | 334370 | -53029 | -633674 |
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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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