Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145504.7831 | 73795.9329 | 71708.8502 | 279051.2868 | 103434.4286 | 175616.8582 |
Total P&L (%) | 145.5048 | 73.7959 | 71.7089 | 279.0513 | 103.4344 | 175.6169 |
Avg Daily Profit (%) | 0.3169 | 0.1607 | 0.1562 | 0.2907 | 0.1548 | 0.2211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21854 | -19533 | -17846 | -85727 | -78218 | -26729 |
Profit Factor | 1.4052 | 1.4018 | 1.4087 | 1.3961 | 1.2663 | 1.5553 |
Total Trades | 777 | 388 | 389 | 777 | 388 | 389 |
Winning Trades | 554 | 278 | 276 | 554 | 278 | 276 |
Losing Trades | 223 | 110 | 113 | 223 | 110 | 113 |
Profitability (%) | 71.2999 | 71.6495 | 70.9512 | 71.2999 | 71.6495 | 70.9512 |
Ratio Avg Win / Avg Loss | 0.5656 | 0.5547 | 0.5767 | 0.5619 | 0.5011 | 0.6368 |
Largest Winning Trade | 10667 | 4038 | 10667 | 39044 | 12229 | 39044 |
Largest Losing Trade | -18026 | -18026 | -16184 | -73016 | -73016 | -23836 |
Avg Bars in Trades | 14 | 11 | 16 | 14 | 11 | 16 |
Avg Bars in Winners | 8 | 7 | 8 | 8 | 7 | 8 |
Avg Bars in Losers | 28 | 22 | 34 | 28 | 22 | 34 |
Bars Traded | 10974 | 4622 | 6352 | 10974 | 4622 | 6352 |
Profit Streak | 591.4977 | 591.4977 | 594.4144 | 591.4977 | 591.4977 | 594.4144 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 568671 | 408719 | 411641 | 558583 | 367091 | 463873 |
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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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