Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111031.3515 | 55383.999 | 55647.3525 | 177752.1255 | 66836.3747 | 110915.7508 |
Total P&L (%) | 111.0314 | 55.384 | 55.6474 | 177.7521 | 66.8364 | 110.9158 |
Avg Daily Profit (%) | 0.2419 | 0.1206 | 0.1212 | 0.2228 | 0.1116 | 0.1627 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21969 | -13338 | -20785 | -32523 | -38399 | -30345 |
Profit Factor | 1.5545 | 1.6033 | 1.5132 | 1.5678 | 1.4246 | 1.7127 |
Total Trades | 868 | 434 | 434 | 868 | 434 | 434 |
Winning Trades | 605 | 307 | 298 | 605 | 307 | 298 |
Losing Trades | 263 | 127 | 136 | 263 | 127 | 136 |
Profitability (%) | 69.7005 | 70.7373 | 68.6636 | 69.7005 | 70.7373 | 68.6636 |
Ratio Avg Win / Avg Loss | 0.6758 | 0.6633 | 0.6906 | 0.6816 | 0.5893 | 0.7816 |
Largest Winning Trade | 10667 | 4081 | 10667 | 28310 | 6196 | 28310 |
Largest Losing Trade | -19419 | -9450 | -19419 | -28663 | -27757 | -28663 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 5 | 5 | 6 | 5 | 5 | 6 |
Avg Bars in Losers | 27 | 25 | 28 | 27 | 25 | 28 |
Bars Traded | 10695 | 4787 | 5908 | 10695 | 4787 | 5908 |
Profit Streak | 590.8591 | 592.4841 | 590.8591 | 590.8591 | 592.4841 | 590.8591 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 587468 | -27518 | -27819 | 584521 | -40226 | 445459 |
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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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