Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69173.9889 | 34795.6613 | 34378.3276 | 79800.4557 | 31525.0959 | 48275.3598 |
Total P&L (%) | 69.174 | 34.7957 | 34.3783 | 79.8005 | 31.5251 | 48.2754 |
Avg Daily Profit (%) | 0.1507 | 0.0758 | 0.0749 | 0.1279 | 0.0597 | 0.0858 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31415 | -20117 | -27589 | -33253 | -33634 | -28930 |
Profit Factor | 1.2214 | 1.2337 | 1.2103 | 1.2243 | 1.1783 | 1.2698 |
Total Trades | 625 | 312 | 313 | 625 | 312 | 313 |
Winning Trades | 433 | 221 | 212 | 433 | 221 | 212 |
Losing Trades | 192 | 91 | 101 | 192 | 91 | 101 |
Profitability (%) | 69.28 | 70.8333 | 67.7316 | 69.28 | 70.8333 | 67.7316 |
Ratio Avg Win / Avg Loss | 0.5416 | 0.508 | 0.5766 | 0.5429 | 0.4852 | 0.605 |
Largest Winning Trade | 11042 | 5108 | 11042 | 16514 | 7731 | 16514 |
Largest Losing Trade | -15338 | -13096 | -15338 | -21750 | -21750 | -14543 |
Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Winners | 8 | 8 | 9 | 8 | 8 | 9 |
Avg Bars in Losers | 36 | 34 | 39 | 36 | 34 | 39 |
Bars Traded | 10964 | 5022 | 5942 | 10964 | 5022 | 5942 |
Profit Streak | 0 | 591.0454 | 0 | 0 | 591.0454 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387917 | -92547 | -94920 | -18656 | -138388 | -78715 |
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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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