Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99847.1558 | 50940.2854 | 48906.8704 | 148225.8798 | 62131.8122 | 86094.0676 |
Total P&L (%) | 99.8472 | 50.9403 | 48.9069 | 148.2259 | 62.1318 | 86.0941 |
Avg Daily Profit (%) | 0.2175 | 0.111 | 0.1065 | 0.1982 | 0.1053 | 0.1354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21579 | -15314 | -18372 | -31011 | -31011 | -20627 |
Profit Factor | 1.537 | 1.5608 | 1.5142 | 1.6432 | 1.5085 | 1.7952 |
Total Trades | 560 | 280 | 280 | 560 | 280 | 280 |
Winning Trades | 419 | 210 | 209 | 419 | 210 | 209 |
Losing Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Profitability (%) | 74.8214 | 75 | 74.6429 | 74.8214 | 75 | 74.6429 |
Ratio Avg Win / Avg Loss | 0.5172 | 0.5203 | 0.5144 | 0.553 | 0.5028 | 0.6099 |
Largest Winning Trade | 11042 | 3797 | 11042 | 22283 | 5415 | 22283 |
Largest Losing Trade | -16618 | -13839 | -16618 | -31011 | -31011 | -18893 |
Avg Bars in Trades | 19 | 18 | 19 | 19 | 18 | 19 |
Avg Bars in Winners | 8 | 8 | 9 | 8 | 8 | 9 |
Avg Bars in Losers | 49 | 47 | 50 | 49 | 47 | 50 |
Bars Traded | 10691 | 5125 | 5566 | 10691 | 5125 | 5566 |
Profit Streak | 602.3214 | 602.3214 | 615.4047 | 602.3214 | 602.3214 | 615.4047 |
Trades During Streak | 13 | 6 | 15 | 13 | 6 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546885 | -40793 | -47348 | 557829 | -48169 | -6553 |
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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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