Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121384.077 | 60202.9948 | 61181.0821 | 205157.5036 | 73470.0312 | 131687.4724 |
Total P&L (%) | 121.3841 | 60.203 | 61.1811 | 205.1575 | 73.47 | 131.6875 |
Avg Daily Profit (%) | 0.2644 | 0.1311 | 0.1333 | 0.2433 | 0.1201 | 0.1832 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16872 | -16114 | -17753 | -49724 | -52685 | -25953 |
Profit Factor | 1.5193 | 1.5298 | 1.5093 | 1.5043 | 1.3491 | 1.6706 |
Total Trades | 627 | 313 | 314 | 627 | 313 | 314 |
Winning Trades | 444 | 220 | 224 | 444 | 220 | 224 |
Losing Trades | 183 | 93 | 90 | 183 | 93 | 90 |
Profitability (%) | 70.8134 | 70.2875 | 71.3376 | 70.8134 | 70.2875 | 71.3376 |
Ratio Avg Win / Avg Loss | 0.6262 | 0.6467 | 0.6064 | 0.62 | 0.5703 | 0.6712 |
Largest Winning Trade | 21165 | 21165 | 11042 | 32698 | 24530 | 32698 |
Largest Losing Trade | -15122 | -15122 | -7406 | -49724 | -49724 | -23460 |
Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 35 | 30 | 39 | 35 | 30 | 39 |
Bars Traded | 10941 | 5088 | 5852 | 10941 | 5088 | 5852 |
Profit Streak | 593.4027 | 0 | 597.6944 | 593.4027 | 0 | 597.6944 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518950 | -15563 | -11274 | 509180 | -30786 | 453461 |
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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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