Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322522.922 | 201359.9541 | 121162.9679 | 539064.2343 | 236478.6948 | 302585.5396 |
Total P&L (%) | 322.5229 | 201.36 | 121.163 | 539.0642 | 236.4787 | 302.5855 |
Avg Daily Profit (%) | 0.3096 | 0.1933 | 0.1163 | 0.1782 | 0.1166 | 0.1338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56524 | -61076 | -29983 | -194225 | -259257 | -94245 |
Profit Factor | 2.0484 | 2.1104 | 1.9593 | 1.5957 | 1.4314 | 1.8484 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 47.8723 | 42.5532 | 53.1915 | 47.8723 | 42.5532 | 53.1915 |
Ratio Avg Win / Avg Loss | 2.2304 | 2.849 | 1.7242 | 1.7376 | 1.9323 | 1.6266 |
Largest Winning Trade | 160940 | 160940 | 31393 | 362821 | 362821 | 167736 |
Largest Losing Trade | -25960 | -19542 | -25960 | -81150 | -73300 | -81150 |
Avg Bars in Trades | 262 | 252 | 273 | 262 | 252 | 273 |
Avg Bars in Winners | 392 | 400 | 386 | 392 | 400 | 386 |
Avg Bars in Losers | 143 | 143 | 144 | 143 | 143 | 144 |
Bars Traded | 24704 | 11870 | 12834 | 24704 | 11870 | 12834 |
Profit Streak | 32.2702 | 32.2702 | 32.9368 | 32.2702 | 32.2702 | 32.9368 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463391 | 334905 | -32952 | 405870 | -37674 | -9865 |
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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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