Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192100.7887 | 87543.2977 | 104557.491 | 447519.8879 | 245386.7685 | 202133.1194 |
Total P&L (%) | 192.1008 | 87.5433 | 104.5575 | 447.5199 | 245.3868 | 202.1331 |
Avg Daily Profit (%) | 0.7377 | 0.3362 | 0.4015 | 0.655 | 0.4771 | 0.4255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55946 | -20430 | -36875 | -130941 | -51916 | -82578 |
Profit Factor | 2.2088 | 2.085 | 2.3365 | 2.1362 | 2.3249 | 1.9688 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 65.4545 | 67.2727 | 63.6364 | 65.4545 | 67.2727 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.1658 | 1.0143 | 1.3351 | 1.1275 | 1.131 | 1.125 |
Largest Winning Trade | 33001 | 12879 | 33001 | 46299 | 46299 | 43902 |
Largest Losing Trade | -12656 | -12656 | -10770 | -36514 | -36514 | -30662 |
Avg Bars in Trades | 218 | 220 | 215 | 218 | 220 | 215 |
Avg Bars in Winners | 208 | 211 | 204 | 208 | 211 | 204 |
Avg Bars in Losers | 236 | 239 | 234 | 236 | 239 | 234 |
Bars Traded | 23981 | 12146 | 11835 | 23981 | 12146 | 11835 |
Profit Streak | 7.5285 | 7.5285 | 8.5285 | 7.5285 | 7.5285 | 8.5285 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 624605 | -166895 | -165878 | 594133 | -165227 | -166383 |
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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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