Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74902.4891 | 38030.711 | 36871.7781 | 90106.3352 | 36359.2707 | 53747.0645 |
Total P&L (%) | 74.9025 | 38.0307 | 36.8718 | 90.1063 | 36.3593 | 53.7471 |
Avg Daily Profit (%) | 0.1632 | 0.0828 | 0.0803 | 0.14 | 0.0676 | 0.0937 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31800 | -17421 | -27950 | -32443 | -32677 | -29749 |
Profit Factor | 1.2728 | 1.2929 | 1.2547 | 1.2934 | 1.2385 | 1.3474 |
Total Trades | 787 | 393 | 394 | 787 | 393 | 394 |
Winning Trades | 552 | 274 | 278 | 552 | 274 | 278 |
Losing Trades | 235 | 119 | 116 | 235 | 119 | 116 |
Profitability (%) | 70.1398 | 69.7201 | 70.5584 | 70.1398 | 69.7201 | 70.5584 |
Ratio Avg Win / Avg Loss | 0.5419 | 0.5615 | 0.5236 | 0.5506 | 0.5379 | 0.5622 |
Largest Winning Trade | 11042 | 3797 | 11042 | 18667 | 6002 | 18667 |
Largest Losing Trade | -20234 | -17283 | -20234 | -32443 | -32443 | -19483 |
Avg Bars in Trades | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 30 | 27 | 33 | 30 | 27 | 33 |
Bars Traded | 10916 | 5135 | 5781 | 10916 | 5135 | 5781 |
Profit Streak | 599.0471 | 599.0471 | 602.6721 | 599.0471 | 599.0471 | 602.6721 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487499 | -81945 | -85011 | 9554 | -103057 | -65131 |
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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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