Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75506.9388 | 40730.7373 | 34776.2016 | 89425.9513 | 33222.0013 | 56203.95 |
Total P&L (%) | 75.5069 | 40.7307 | 34.7762 | 89.426 | 33.222 | 56.204 |
Avg Daily Profit (%) | 0.1645 | 0.0887 | 0.0758 | 0.1393 | 0.0625 | 0.0972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27482 | -26317 | -20791 | -64163 | -61123 | -28835 |
Profit Factor | 1.4144 | 1.4354 | 1.3922 | 1.3288 | 1.2134 | 1.4831 |
Total Trades | 383 | 191 | 192 | 383 | 191 | 192 |
Winning Trades | 309 | 155 | 154 | 309 | 155 | 154 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 80.6789 | 81.1518 | 80.2083 | 80.6789 | 81.1518 | 80.2083 |
Ratio Avg Win / Avg Loss | 0.3387 | 0.3334 | 0.3435 | 0.3182 | 0.2818 | 0.366 |
Largest Winning Trade | 4470 | 3654 | 4470 | 6440 | 6440 | 5089 |
Largest Losing Trade | -26317 | -26317 | -20791 | -61123 | -61123 | -28835 |
Avg Bars in Trades | 28 | 26 | 29 | 28 | 26 | 29 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 85 | 80 | 89 | 85 | 80 | 89 |
Bars Traded | 10815 | 5126 | 5689 | 10815 | 5126 | 5689 |
Profit Streak | 599.0623 | 603.0207 | 599.0623 | 599.0623 | 603.0207 | 599.0623 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473039 | -72226 | -90776 | -2116 | -109490 | -60139 |
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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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