Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106760.7382 | 54381.1269 | 52379.6112 | 160025.6585 | 62453.2813 | 97572.3772 |
Total P&L (%) | 106.7607 | 54.3811 | 52.3796 | 160.0257 | 62.4533 | 97.5724 |
Avg Daily Profit (%) | 0.2326 | 0.1185 | 0.1141 | 0.2084 | 0.1058 | 0.1484 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21620 | -23135 | -20259 | -35391 | -60280 | -26047 |
Profit Factor | 1.3077 | 1.3076 | 1.3078 | 1.2945 | 1.2144 | 1.387 |
Total Trades | 702 | 351 | 351 | 702 | 351 | 351 |
Winning Trades | 490 | 243 | 247 | 490 | 243 | 247 |
Losing Trades | 212 | 108 | 104 | 212 | 108 | 104 |
Profitability (%) | 69.8006 | 69.2308 | 70.3704 | 69.8006 | 69.2308 | 70.3704 |
Ratio Avg Win / Avg Loss | 0.5658 | 0.5812 | 0.5507 | 0.5601 | 0.5397 | 0.584 |
Largest Winning Trade | 10667 | 4038 | 10667 | 25012 | 8282 | 25012 |
Largest Losing Trade | -16184 | -13366 | -16184 | -34685 | -34685 | -21257 |
Avg Bars in Trades | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Winners | 9 | 8 | 9 | 9 | 8 | 9 |
Avg Bars in Losers | 30 | 25 | 34 | 30 | 25 | 34 |
Bars Traded | 10968 | 4932 | 6036 | 10968 | 4932 | 6036 |
Profit Streak | 595.7826 | 595.7826 | 598.741 | 595.7826 | 595.7826 | 598.741 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500174 | -32919 | -38554 | 489818 | -50171 | 320044 |
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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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