Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88156.7285 | 45666.9146 | 42489.8139 | 116455.0803 | 46207.8004 | 70247.2799 |
Total P&L (%) | 88.1567 | 45.6669 | 42.4898 | 116.4551 | 46.2078 | 70.2473 |
Avg Daily Profit (%) | 0.192 | 0.0995 | 0.0926 | 0.1684 | 0.0828 | 0.116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34317 | -21642 | -19633 | -33818 | -28606 | -20949 |
Profit Factor | 1.2763 | 1.2934 | 1.26 | 1.3059 | 1.2354 | 1.3809 |
Total Trades | 675 | 337 | 338 | 675 | 337 | 338 |
Winning Trades | 471 | 237 | 234 | 471 | 237 | 234 |
Losing Trades | 204 | 100 | 104 | 204 | 100 | 104 |
Profitability (%) | 69.7778 | 70.3264 | 69.2308 | 69.7778 | 70.3264 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.5528 | 0.5457 | 0.56 | 0.5656 | 0.5213 | 0.6137 |
Largest Winning Trade | 14168 | 5108 | 14168 | 24692 | 9543 | 24692 |
Largest Losing Trade | -16244 | -10207 | -16244 | -20309 | -20309 | -15579 |
Avg Bars in Trades | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Winners | 8 | 8 | 9 | 8 | 8 | 9 |
Avg Bars in Losers | 33 | 30 | 35 | 33 | 30 | 35 |
Bars Traded | 10887 | 4978 | 5909 | 10887 | 4978 | 5909 |
Profit Streak | 0 | 590.03 | 0 | 0 | 590.03 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426405 | -59577 | -70011 | 425643 | -82145 | -36051 |
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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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