Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83873.268 | 42327.1881 | 41546.0799 | 105331.5026 | 38393.7634 | 66937.7392 |
Total P&L (%) | 83.8733 | 42.3272 | 41.5461 | 105.3315 | 38.3938 | 66.9377 |
Avg Daily Profit (%) | 0.1827 | 0.0922 | 0.0905 | 0.1568 | 0.0708 | 0.1117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29288 | -25670 | -20498 | -72370 | -62963 | -26909 |
Profit Factor | 1.423 | 1.4467 | 1.4013 | 1.3468 | 1.2375 | 1.4712 |
Total Trades | 353 | 176 | 177 | 353 | 176 | 177 |
Winning Trades | 266 | 131 | 135 | 266 | 131 | 135 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 75.3541 | 74.4318 | 76.2712 | 75.3541 | 74.4318 | 76.2712 |
Ratio Avg Win / Avg Loss | 0.4654 | 0.497 | 0.436 | 0.4405 | 0.4251 | 0.4577 |
Largest Winning Trade | 4665 | 4021 | 4665 | 9182 | 7762 | 9182 |
Largest Losing Trade | -25670 | -25670 | -20498 | -62963 | -62963 | -26909 |
Avg Bars in Trades | 30 | 29 | 32 | 30 | 29 | 32 |
Avg Bars in Winners | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Losers | 74 | 66 | 83 | 74 | 66 | 83 |
Bars Traded | 10914 | 5235 | 5678 | 10914 | 5235 | 5678 |
Profit Streak | 585.6865 | 585.6865 | 588.7282 | 585.6865 | 585.6865 | 588.7282 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454353 | -68666 | -70566 | 419639 | -99100 | -40284 |
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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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