Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100196.4406 | 51754.1499 | 48442.2907 | 137833.2371 | 50374.0797 | 87459.1575 |
Total P&L (%) | 100.1964 | 51.7542 | 48.4423 | 137.8332 | 50.3741 | 87.4592 |
Avg Daily Profit (%) | 0.2183 | 0.1127 | 0.1055 | 0.1889 | 0.0889 | 0.137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30620 | -26121 | -18079 | -71361 | -68177 | -29899 |
Profit Factor | 1.2607 | 1.2655 | 1.2559 | 1.2391 | 1.1652 | 1.3223 |
Total Trades | 769 | 384 | 385 | 769 | 384 | 385 |
Winning Trades | 522 | 258 | 264 | 522 | 258 | 264 |
Losing Trades | 247 | 126 | 121 | 247 | 126 | 121 |
Profitability (%) | 67.8804 | 67.1875 | 68.5714 | 67.8804 | 67.1875 | 68.5714 |
Ratio Avg Win / Avg Loss | 0.5966 | 0.618 | 0.5756 | 0.5863 | 0.569 | 0.606 |
Largest Winning Trade | 10234 | 4104 | 10234 | 24816 | 8293 | 24816 |
Largest Losing Trade | -20794 | -20794 | -16184 | -55581 | -55581 | -18707 |
Avg Bars in Trades | 14 | 11 | 16 | 14 | 11 | 16 |
Avg Bars in Winners | 8 | 8 | 9 | 8 | 8 | 9 |
Avg Bars in Losers | 25 | 19 | 31 | 25 | 19 | 31 |
Bars Traded | 10974 | 4580 | 6394 | 10974 | 4580 | 6394 |
Profit Streak | 593.7174 | 593.7174 | 596.634 | 593.7174 | 593.7174 | 596.634 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489068 | -41075 | -50660 | 475287 | -111927 | -6843 |
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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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