Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77545.4631 | 39890.1641 | 37655.299 | 88909.7974 | 33985.207 | 54924.5904 |
Total P&L (%) | 77.5455 | 39.8902 | 37.6553 | 88.9098 | 33.9852 | 54.9246 |
Avg Daily Profit (%) | 0.1689 | 0.0869 | 0.082 | 0.1387 | 0.0637 | 0.0954 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34565 | -27802 | -22485 | -86008 | -68212 | -40833 |
Profit Factor | 1.6037 | 1.6214 | 1.586 | 1.3889 | 1.2816 | 1.5089 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 98 | 45 | 53 | 98 | 45 | 53 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 73.6842 | 68.1818 | 79.1045 | 73.6842 | 68.1818 | 79.1045 |
Ratio Avg Win / Avg Loss | 0.5727 | 0.7567 | 0.4189 | 0.496 | 0.5981 | 0.3986 |
Largest Winning Trade | 9827 | 7527 | 9827 | 20358 | 15491 | 20358 |
Largest Losing Trade | -27802 | -27802 | -22485 | -68212 | -68212 | -40833 |
Avg Bars in Trades | 81 | 77 | 84 | 81 | 77 | 84 |
Avg Bars in Winners | 61 | 58 | 64 | 61 | 58 | 64 |
Avg Bars in Losers | 136 | 118 | 163 | 136 | 118 | 163 |
Bars Traded | 10802 | 5117 | 5685 | 10802 | 5117 | 5685 |
Profit Streak | 608.3635 | 608.3635 | 613.9052 | 608.3635 | 608.3635 | 613.9052 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417739 | -200895 | -198422 | -4980 | -234266 | -179627 |
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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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