Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105313.9633 | 51499.0035 | 53814.9599 | 160382.2039 | 55436.2951 | 104945.9088 |
Total P&L (%) | 105.314 | 51.499 | 53.815 | 160.3822 | 55.4363 | 104.9459 |
Avg Daily Profit (%) | 0.2294 | 0.1122 | 0.1172 | 0.2087 | 0.0961 | 0.1564 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21172 | -16067 | -21517 | -48920 | -48920 | -30684 |
Profit Factor | 1.697 | 1.7007 | 1.6935 | 1.7003 | 1.4424 | 2.0119 |
Total Trades | 416 | 208 | 208 | 416 | 208 | 208 |
Winning Trades | 299 | 152 | 147 | 299 | 152 | 147 |
Losing Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Profitability (%) | 71.875 | 73.0769 | 70.6731 | 71.875 | 73.0769 | 70.6731 |
Ratio Avg Win / Avg Loss | 0.664 | 0.6266 | 0.7027 | 0.6653 | 0.5314 | 0.8349 |
Largest Winning Trade | 10667 | 6174 | 10667 | 29347 | 7941 | 29347 |
Largest Losing Trade | -20249 | -16067 | -20249 | -48920 | -48920 | -29041 |
Avg Bars in Trades | 25 | 23 | 28 | 25 | 23 | 28 |
Avg Bars in Winners | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Losers | 54 | 50 | 57 | 54 | 50 | 57 |
Bars Traded | 10657 | 4819 | 5838 | 10657 | 4819 | 5838 |
Profit Streak | 601.6458 | 0 | 611.5624 | 601.6458 | 0 | 611.5624 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482987 | -40985 | -33081 | 476840 | -63289 | 445309 |
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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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