Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126594.0121 | 63259.9534 | 63334.0587 | 224534.6588 | 91943.5789 | 132591.0799 |
Total P&L (%) | 126.594 | 63.26 | 63.3341 | 224.5347 | 91.9436 | 132.5911 |
Avg Daily Profit (%) | 0.2758 | 0.1378 | 0.138 | 0.2568 | 0.1421 | 0.184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25202 | -13501 | -21281 | -41173 | -38475 | -34199 |
Profit Factor | 1.7051 | 1.7244 | 1.6869 | 1.7654 | 1.5869 | 1.9699 |
Total Trades | 646 | 323 | 323 | 646 | 323 | 323 |
Winning Trades | 501 | 255 | 246 | 501 | 255 | 246 |
Losing Trades | 145 | 68 | 77 | 145 | 68 | 77 |
Profitability (%) | 77.5542 | 78.9474 | 76.161 | 77.5542 | 78.9474 | 76.161 |
Ratio Avg Win / Avg Loss | 0.4935 | 0.4598 | 0.528 | 0.5109 | 0.4232 | 0.6166 |
Largest Winning Trade | 11042 | 5796 | 11042 | 28337 | 14436 | 28337 |
Largest Losing Trade | -18069 | -13501 | -18069 | -38475 | -38475 | -29763 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 47 | 48 | 47 | 47 | 48 | 47 |
Bars Traded | 10695 | 5116 | 5579 | 10695 | 5116 | 5579 |
Profit Streak | 590.2077 | 594.9993 | 590.2077 | 590.2077 | 594.9993 | 590.2077 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 596041 | -3286 | -4266 | 594384 | 94363 | 470524 |
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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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