Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83115.2207 | 38743.0691 | 44372.1517 | 110281.8675 | 35491.2657 | 74790.6018 |
Total P&L (%) | 83.1152 | 38.7431 | 44.3722 | 110.2819 | 35.4913 | 74.7906 |
Avg Daily Profit (%) | 0.181 | 0.0844 | 0.0967 | 0.162 | 0.0662 | 0.1217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28747 | -21619 | -22380 | -28101 | -30609 | -21958 |
Profit Factor | 1.334 | 1.3183 | 1.349 | 1.3923 | 1.2427 | 1.5544 |
Total Trades | 512 | 256 | 256 | 512 | 256 | 256 |
Winning Trades | 373 | 188 | 185 | 373 | 188 | 185 |
Losing Trades | 139 | 68 | 71 | 139 | 68 | 71 |
Profitability (%) | 72.8516 | 73.4375 | 72.2656 | 72.8516 | 73.4375 | 72.2656 |
Ratio Avg Win / Avg Loss | 0.4971 | 0.4768 | 0.5177 | 0.5188 | 0.4495 | 0.5966 |
Largest Winning Trade | 10989 | 3312 | 10989 | 21733 | 5059 | 21733 |
Largest Losing Trade | -11607 | -9450 | -11607 | -20744 | -20744 | -9926 |
Avg Bars in Trades | 21 | 20 | 21 | 21 | 20 | 21 |
Avg Bars in Winners | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Losers | 45 | 42 | 48 | 45 | 42 | 48 |
Bars Traded | 10796 | 5215 | 5581 | 10796 | 5215 | 5581 |
Profit Streak | 591.2958 | 0 | 610.2542 | 591.2958 | 0 | 610.2542 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425446 | -80474 | -62484 | 432419 | -105782 | -25984 |
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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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