Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83298.6663 | 45087.191 | 38211.4753 | 116849.9134 | 59027.5063 | 57822.4072 |
Total P&L (%) | 83.2987 | 45.0872 | 38.2115 | 116.8499 | 59.0275 | 57.8224 |
Avg Daily Profit (%) | 0.1814 | 0.0982 | 0.0832 | 0.1687 | 0.1011 | 0.0994 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21640 | -10220 | -17473 | -34632 | -15273 | -27455 |
Profit Factor | 1.9444 | 2.1634 | 1.7728 | 1.9004 | 2.0013 | 1.8165 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 86.0759 | 86.0759 | 86.0759 | 86.0759 | 86.0759 | 86.0759 |
Ratio Avg Win / Avg Loss | 0.3145 | 0.35 | 0.2868 | 0.3074 | 0.3237 | 0.2938 |
Largest Winning Trade | 5243 | 4658 | 5243 | 10804 | 7217 | 10804 |
Largest Losing Trade | -17473 | -7468 | -17473 | -27455 | -13095 | -27455 |
Avg Bars in Trades | 63 | 63 | 63 | 63 | 63 | 63 |
Avg Bars in Winners | 33 | 31 | 34 | 33 | 31 | 34 |
Avg Bars in Losers | 249 | 258 | 239 | 249 | 258 | 239 |
Bars Traded | 10004 | 5007 | 4997 | 10004 | 5007 | 4997 |
Profit Streak | 634.6353 | 634.6353 | 673.1353 | 634.6353 | 634.6353 | 673.1353 |
Trades During Streak | 7 | 3 | 10 | 7 | 3 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525450 | -83644 | -105144 | 518485 | -79341 | -81879 |
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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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