Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86907.0146 | 46267.7334 | 40639.2812 | 113036.8249 | 42730.1982 | 70306.6267 |
Total P&L (%) | 86.907 | 46.2677 | 40.6393 | 113.0368 | 42.7302 | 70.3066 |
Avg Daily Profit (%) | 0.1893 | 0.1008 | 0.0885 | 0.1649 | 0.0775 | 0.116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30823 | -24934 | -19732 | -66419 | -65864 | -27671 |
Profit Factor | 1.4914 | 1.4322 | 1.5821 | 1.4025 | 1.2296 | 1.7419 |
Total Trades | 546 | 273 | 273 | 546 | 273 | 273 |
Winning Trades | 425 | 231 | 194 | 425 | 231 | 194 |
Losing Trades | 121 | 42 | 79 | 121 | 42 | 79 |
Profitability (%) | 77.8388 | 84.6154 | 71.0623 | 77.8388 | 84.6154 | 71.0623 |
Ratio Avg Win / Avg Loss | 0.4246 | 0.2604 | 0.6443 | 0.3993 | 0.2236 | 0.7093 |
Largest Winning Trade | 4892 | 4104 | 4892 | 6910 | 6081 | 6910 |
Largest Losing Trade | -24735 | -24735 | -19328 | -65467 | -65467 | -26900 |
Avg Bars in Trades | 19 | 30 | 9 | 19 | 30 | 9 |
Avg Bars in Winners | 9 | 13 | 4 | 9 | 13 | 4 |
Avg Bars in Losers | 55 | 120 | 21 | 55 | 120 | 21 |
Bars Traded | 10785 | 8195 | 2590 | 10785 | 8195 | 2590 |
Profit Streak | 603.3203 | 603.3203 | 603.362 | 603.3203 | 603.3203 | 603.362 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546657 | -54811 | -72056 | 509577 | -87646 | -33089 |
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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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