Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361937.1754 | 106549.2899 | 255387.8855 | 487833.8102 | -271552.0541 | 759385.8642 |
Total P&L (%) | 361.9372 | 106.5493 | 255.3879 | 487.8338 | -271.5521 | 759.3859 |
Avg Daily Profit (%) | 0.218 | 0.0642 | 0.1538 | 0.1067 | 0 | 0.1296 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97879 | -127214 | -57732 | -534857 | -747391 | -132988 |
Profit Factor | 2.0257 | 1.4209 | 3.5604 | 1.3057 | 0.7868 | 3.354 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 62.6506 | 53.6585 | 71.4286 | 62.6506 | 53.6585 | 71.4286 |
Ratio Avg Win / Avg Loss | 1.2076 | 1.2272 | 1.4242 | 0.7784 | 0.6795 | 1.3416 |
Largest Winning Trade | 150903 | 150903 | 38608 | 262015 | 262015 | 79862 |
Largest Losing Trade | -57799 | -57799 | -29868 | -294666 | -294666 | -77883 |
Avg Bars in Trades | 57 | 73 | 41 | 57 | 73 | 41 |
Avg Bars in Winners | 36 | 37 | 35 | 36 | 37 | 35 |
Avg Bars in Losers | 92 | 115 | 55 | 92 | 115 | 55 |
Bars Traded | 4762 | 3016 | 1746 | 4762 | 3016 | 1746 |
Profit Streak | 10.8941 | 0 | 11.8941 | 10.8941 | 0 | 11.8941 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424698 | -105908 | 586827 | -50752 | -580268 | -10789 |
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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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