Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361859.1143 | 221011.8846 | 140847.2297 | -2946451.4429 | -1069779.9393 | -1876671.5036 |
Total P&L (%) | 361.8591 | 221.0119 | 140.8472 | -2946.4514 | -1069.7799 | -1876.6715 |
Avg Daily Profit (%) | 0.3544 | 0.2164 | 0.1379 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84835 | -86484 | -36625 | -2784214 | -1631880 | -1711759 |
Profit Factor | 1.7703 | 1.9839 | 1.5746 | 0.4491 | 0.6125 | 0.2748 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 48 | 22 | 26 | 20 | 12 | 8 |
Losing Trades | 21 | 12 | 9 | 49 | 22 | 27 |
Profitability (%) | 69.5652 | 64.7059 | 74.2857 | 28.9855 | 35.2941 | 22.8571 |
Ratio Avg Win / Avg Loss | 0.7745 | 1.0821 | 0.5451 | 1.1004 | 1.123 | 0.9273 |
Largest Winning Trade | 86917 | 86917 | 26921 | 534340 | 534340 | 463797 |
Largest Losing Trade | -164912 | -50868 | -164912 | -757007 | -757007 | -426457 |
Avg Bars in Trades | 85 | 96 | 74 | 85 | 96 | 74 |
Avg Bars in Winners | 66 | 73 | 60 | 126 | 140 | 104 |
Avg Bars in Losers | 129 | 140 | 114 | 68 | 73 | 65 |
Bars Traded | 5901 | 3292 | 2609 | 5901 | 3292 | 2609 |
Profit Streak | 14.2033 | 0 | 37.2033 | 0 | 52.0366 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93349 | 443108 | -5125 | -697637 | -584283 | -620046 |
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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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