Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69150.3611 | 42820.0737 | 26330.2874 | 87205.066 | 48759.0842 | 38445.9818 |
Total P&L (%) | 69.1504 | 42.8201 | 26.3303 | 87.2051 | 48.7591 | 38.446 |
Avg Daily Profit (%) | 0.1506 | 0.0933 | 0.0574 | 0.1367 | 0.0865 | 0.0709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29182 | -14436 | -20577 | -39457 | -19702 | -26676 |
Profit Factor | 1.4882 | 1.6906 | 1.3306 | 1.5107 | 1.6267 | 1.4136 |
Total Trades | 470 | 235 | 235 | 470 | 235 | 235 |
Winning Trades | 317 | 161 | 156 | 317 | 161 | 156 |
Losing Trades | 153 | 74 | 79 | 153 | 74 | 79 |
Profitability (%) | 67.4468 | 68.5106 | 66.383 | 67.4468 | 68.5106 | 66.383 |
Ratio Avg Win / Avg Loss | 0.7183 | 0.777 | 0.6738 | 0.7291 | 0.7477 | 0.7159 |
Largest Winning Trade | 5000 | 3948 | 5000 | 8915 | 5506 | 8915 |
Largest Losing Trade | -16811 | -7992 | -16811 | -22054 | -12004 | -22054 |
Avg Bars in Trades | 22 | 20 | 23 | 22 | 20 | 23 |
Avg Bars in Winners | 10 | 10 | 11 | 10 | 10 | 11 |
Avg Bars in Losers | 45 | 43 | 47 | 45 | 43 | 47 |
Bars Traded | 10444 | 4906 | 5538 | 10444 | 4906 | 5538 |
Profit Streak | 624.5322 | 625.2822 | 624.5322 | 624.5322 | 625.2822 | 624.5322 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444777 | -65773 | -117507 | -5218 | -74613 | -97880 |
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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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