Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95818.2311 | 49887.216 | 45931.0151 | 128814.4284 | 48014.4585 | 80799.9699 |
Total P&L (%) | 95.8182 | 49.8872 | 45.931 | 128.8144 | 48.0145 | 80.8 |
Avg Daily Profit (%) | 0.2087 | 0.1087 | 0.1001 | 0.1805 | 0.0855 | 0.1291 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27297 | -27297 | -24461 | -76293 | -76293 | -30570 |
Profit Factor | 1.5279 | 1.5572 | 1.4993 | 1.4382 | 1.2934 | 1.62 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Losing Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Profitability (%) | 74.6154 | 74.8718 | 74.359 | 74.6154 | 74.8718 | 74.359 |
Ratio Avg Win / Avg Loss | 0.5198 | 0.5226 | 0.517 | 0.4893 | 0.4341 | 0.5586 |
Largest Winning Trade | 7012 | 7012 | 6600 | 14456 | 14456 | 12392 |
Largest Losing Trade | -27297 | -27297 | -19193 | -76293 | -76293 | -28840 |
Avg Bars in Trades | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Winners | 15 | 15 | 16 | 15 | 15 | 16 |
Avg Bars in Losers | 61 | 60 | 63 | 61 | 60 | 63 |
Bars Traded | 10695 | 5172 | 5523 | 10695 | 5172 | 5523 |
Profit Streak | 610.7479 | 610.7479 | 618.2895 | 610.7479 | 610.7479 | 618.2895 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488915 | -45484 | -56964 | 460490 | -78213 | -15902 |
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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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