Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230607.3241 | 169413.9984 | 61193.3257 | -2949725.4342 | -730842.2306 | -2218883.2035 |
Total P&L (%) | 230.6073 | 169.414 | 61.1933 | -2949.7254 | -730.8422 | -2218.8832 |
Avg Daily Profit (%) | 0.2256 | 0.1658 | 0.0599 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87886 | -94494 | -16478 | -2757507 | -1384675 | -2002121 |
Profit Factor | 1.4368 | 1.6672 | 1.2234 | 0.4628 | 0.7414 | 0.1673 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 46 | 19 | 27 | 20 | 14 | 6 |
Losing Trades | 21 | 14 | 7 | 47 | 19 | 28 |
Profitability (%) | 68.6567 | 57.5758 | 79.4118 | 29.8507 | 42.4242 | 17.6471 |
Ratio Avg Win / Avg Loss | 0.6559 | 1.2284 | 0.3172 | 1.0877 | 1.0062 | 0.7807 |
Largest Winning Trade | 60292 | 60292 | 27342 | 623662 | 623662 | 176946 |
Largest Losing Trade | -216761 | -44144 | -216761 | -864400 | -864400 | -493839 |
Avg Bars in Trades | 58 | 64 | 53 | 58 | 64 | 53 |
Avg Bars in Winners | 44 | 44 | 44 | 87 | 91 | 80 |
Avg Bars in Losers | 90 | 91 | 90 | 46 | 44 | 47 |
Bars Traded | 3939 | 2120 | 1819 | 3939 | 2120 | 1819 |
Profit Streak | 15.5465 | 0 | 144.7965 | 0 | 54.7965 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110906 | 371969 | -110400 | -708824 | -581520 | -643017 |
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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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