Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93820.0021 | 47600.0256 | 46219.9766 | 127006.702 | 45147.0858 | 81859.6162 |
Total P&L (%) | 93.82 | 47.6 | 46.22 | 127.0067 | 45.1471 | 81.8596 |
Avg Daily Profit (%) | 0.2044 | 0.1037 | 0.1007 | 0.1787 | 0.0812 | 0.1304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26687 | -26456 | -20498 | -70968 | -69894 | -27051 |
Profit Factor | 1.501 | 1.4925 | 1.5101 | 1.4346 | 1.264 | 1.6752 |
Total Trades | 410 | 205 | 205 | 410 | 205 | 205 |
Winning Trades | 333 | 169 | 164 | 333 | 169 | 164 |
Losing Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Profitability (%) | 81.2195 | 82.439 | 80 | 81.2195 | 82.439 | 80 |
Ratio Avg Win / Avg Loss | 0.3471 | 0.3179 | 0.3775 | 0.3317 | 0.2692 | 0.4188 |
Largest Winning Trade | 4084 | 3654 | 4084 | 7676 | 7676 | 6065 |
Largest Losing Trade | -26456 | -26456 | -20498 | -69894 | -69894 | -27051 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 80 | 78 | 82 | 80 | 78 | 82 |
Bars Traded | 10758 | 5153 | 5605 | 10758 | 5153 | 5605 |
Profit Streak | 597.1352 | 0 | 600.4686 | 597.1352 | 0 | 600.4686 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497832 | -52076 | -55003 | 465323 | -83964 | -13344 |
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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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