Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79952.1883 | 40820.119 | 39132.0693 | 96850.5073 | 36015.4225 | 60835.0848 |
Total P&L (%) | 79.9522 | 40.8201 | 39.1321 | 96.8505 | 36.0154 | 60.8351 |
Avg Daily Profit (%) | 0.1742 | 0.0889 | 0.0852 | 0.1476 | 0.067 | 0.1036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33234 | -26323 | -26602 | -72417 | -58691 | -25720 |
Profit Factor | 1.3328 | 1.3455 | 1.3204 | 1.3053 | 1.2123 | 1.4122 |
Total Trades | 525 | 262 | 263 | 525 | 262 | 263 |
Winning Trades | 407 | 203 | 204 | 407 | 203 | 204 |
Losing Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Profitability (%) | 77.5238 | 77.4809 | 77.5665 | 77.5238 | 77.4809 | 77.5665 |
Ratio Avg Win / Avg Loss | 0.3864 | 0.3911 | 0.3819 | 0.3785 | 0.3524 | 0.4084 |
Largest Winning Trade | 3795 | 3735 | 3795 | 6302 | 6302 | 5590 |
Largest Losing Trade | -26323 | -26323 | -19149 | -58691 | -58691 | -22196 |
Avg Bars in Trades | 20 | 19 | 22 | 20 | 19 | 22 |
Avg Bars in Winners | 10 | 10 | 9 | 10 | 10 | 9 |
Avg Bars in Losers | 57 | 51 | 64 | 57 | 51 | 64 |
Bars Traded | 10915 | 5110 | 5805 | 10915 | 5110 | 5805 |
Profit Streak | 600.2175 | 0 | 603.8425 | 600.2175 | 0 | 603.8425 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472300 | -73536 | -77376 | 335460 | -104242 | -50968 |
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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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