Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69548.3695 | 36950.4721 | 32597.8974 | 79487.2438 | 30071.7832 | 49415.4606 |
Total P&L (%) | 69.5484 | 36.9505 | 32.5979 | 79.4872 | 30.0718 | 49.4155 |
Avg Daily Profit (%) | 0.1515 | 0.0805 | 0.071 | 0.1275 | 0.0573 | 0.0875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26336 | -22551 | -20893 | -49229 | -49229 | -25945 |
Profit Factor | 1.4015 | 1.4145 | 1.3877 | 1.3244 | 1.2211 | 1.4535 |
Total Trades | 345 | 172 | 173 | 345 | 172 | 173 |
Winning Trades | 273 | 135 | 138 | 273 | 135 | 138 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 79.1304 | 78.4884 | 79.7688 | 79.1304 | 78.4884 | 79.7688 |
Ratio Avg Win / Avg Loss | 0.3696 | 0.3877 | 0.352 | 0.3493 | 0.3347 | 0.3686 |
Largest Winning Trade | 5232 | 5232 | 4459 | 7539 | 5383 | 7539 |
Largest Losing Trade | -22551 | -22551 | -20793 | -49229 | -49229 | -25945 |
Avg Bars in Trades | 31 | 29 | 32 | 31 | 29 | 32 |
Avg Bars in Winners | 16 | 16 | 17 | 16 | 16 | 17 |
Avg Bars in Losers | 86 | 79 | 94 | 86 | 79 | 94 |
Bars Traded | 10816 | 5140 | 5676 | 10816 | 5140 | 5676 |
Profit Streak | 0 | 597.8781 | 0 | 0 | 597.8781 | 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 | 397040 | -84730 | -98334 | -19429 | -117458 | -74713 |
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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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