Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268074.8864 | 168536.6494 | 99538.237 | 780254.6122 | 420601.2074 | 359653.4048 |
Total P&L (%) | 268.0749 | 168.5366 | 99.5382 | 780.2546 | 420.6012 | 359.6534 |
Avg Daily Profit (%) | 1.0066 | 0.6329 | 0.3738 | 0.8201 | 0.6214 | 0.5744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48690 | -26520 | -42662 | -107492 | -62815 | -103049 |
Profit Factor | 2.5345 | 3.7547 | 1.8769 | 2.8999 | 3.6568 | 2.4251 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Losing Trades | 23 | 9 | 14 | 23 | 9 | 14 |
Profitability (%) | 68.0556 | 75 | 61.1111 | 68.0556 | 75 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.1897 | 1.2516 | 1.1944 | 1.3612 | 1.2189 | 1.5433 |
Largest Winning Trade | 45704 | 45704 | 39686 | 169083 | 137868 | 169083 |
Largest Losing Trade | -26520 | -26520 | -20361 | -69907 | -62815 | -69907 |
Avg Bars in Trades | 170 | 167 | 174 | 170 | 167 | 174 |
Avg Bars in Winners | 175 | 171 | 181 | 175 | 171 | 181 |
Avg Bars in Losers | 160 | 157 | 163 | 160 | 157 | 163 |
Bars Traded | 12311 | 6041 | 6270 | 12311 | 6041 | 6270 |
Profit Streak | 290.2271 | 290.2271 | 291.1437 | 290.2271 | 290.2271 | 291.1437 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64517 | 717171 | 453143 | -63557 | 711071 | 592965 |
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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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