Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80183.317 | 36423.8136 | 43759.5034 | 101084.2732 | 35362.9422 | 65721.3311 |
Total P&L (%) | 80.1833 | 36.4238 | 43.7595 | 101.0843 | 35.3629 | 65.7213 |
Avg Daily Profit (%) | 0.1747 | 0.0793 | 0.0953 | 0.1523 | 0.066 | 0.1101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18584 | -20406 | -18584 | -41148 | -46060 | -36560 |
Profit Factor | 1.706 | 1.6068 | 1.8171 | 1.5075 | 1.323 | 1.7329 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 80.597 | 77.6119 | 83.5821 | 80.597 | 77.6119 | 83.5821 |
Ratio Avg Win / Avg Loss | 0.4107 | 0.4635 | 0.3569 | 0.3629 | 0.3816 | 0.3404 |
Largest Winning Trade | 7993 | 7993 | 7090 | 13397 | 9003 | 13397 |
Largest Losing Trade | -18584 | -16810 | -18584 | -37879 | -37879 | -36560 |
Avg Bars in Trades | 78 | 76 | 80 | 78 | 76 | 80 |
Avg Bars in Winners | 53 | 47 | 59 | 53 | 47 | 59 |
Avg Bars in Losers | 180 | 176 | 185 | 180 | 176 | 185 |
Bars Traded | 10481 | 5105 | 5376 | 10481 | 5105 | 5376 |
Profit Streak | 591.1426 | 591.6426 | 591.1426 | 591.1426 | 591.6426 | 591.1426 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454782 | -202577 | -179556 | 420192 | -222196 | -158418 |
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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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