Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70427.9846 | 36094.8287 | 34333.1559 | 75990.8237 | 29439.8248 | 46550.9989 |
Total P&L (%) | 70.428 | 36.0948 | 34.3332 | 75.9908 | 29.4398 | 46.551 |
Avg Daily Profit (%) | 0.1534 | 0.0786 | 0.0748 | 0.1232 | 0.0562 | 0.0833 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28422 | -22465 | -22782 | -40027 | -40027 | -28967 |
Profit Factor | 1.2556 | 1.271 | 1.2412 | 1.2327 | 1.1769 | 1.2905 |
Total Trades | 410 | 205 | 205 | 410 | 205 | 205 |
Winning Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Losing Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Profitability (%) | 63.4146 | 63.4146 | 63.4146 | 63.4146 | 63.4146 | 63.4146 |
Ratio Avg Win / Avg Loss | 0.7244 | 0.7333 | 0.7161 | 0.7112 | 0.679 | 0.7445 |
Largest Winning Trade | 9516 | 8157 | 9516 | 10840 | 10426 | 10840 |
Largest Losing Trade | -22465 | -22465 | -19311 | -40027 | -40027 | -25650 |
Avg Bars in Trades | 26 | 24 | 29 | 26 | 24 | 29 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 42 | 37 | 48 | 42 | 37 | 48 |
Bars Traded | 10939 | 4938 | 6001 | 10939 | 4938 | 6001 |
Profit Streak | 595.4915 | 0 | 598.4498 | 595.4915 | 0 | 598.4498 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336497 | -90534 | -95030 | -26548 | -146792 | -82306 |
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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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