Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68269.4838 | 34686.4982 | 33582.9856 | 76415.4616 | 24615.4371 | 51800.0246 |
Total P&L (%) | 68.2695 | 34.6865 | 33.583 | 76.4155 | 24.6154 | 51.8 |
Avg Daily Profit (%) | 0.1487 | 0.0756 | 0.0732 | 0.1237 | 0.0479 | 0.091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29694 | -26307 | -19691 | -66729 | -60947 | -25647 |
Profit Factor | 1.3407 | 1.3436 | 1.3378 | 1.2596 | 1.1503 | 1.3967 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 353 | 178 | 175 | 353 | 178 | 175 |
Losing Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Profitability (%) | 79.148 | 79.8206 | 78.4753 | 79.148 | 79.8206 | 78.4753 |
Ratio Avg Win / Avg Loss | 0.3532 | 0.3397 | 0.3669 | 0.3319 | 0.2908 | 0.3831 |
Largest Winning Trade | 3735 | 3735 | 3470 | 5628 | 5628 | 5201 |
Largest Losing Trade | -26307 | -26307 | -19491 | -60947 | -60947 | -25387 |
Avg Bars in Trades | 24 | 22 | 25 | 24 | 22 | 25 |
Avg Bars in Winners | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Losers | 69 | 67 | 70 | 69 | 67 | 70 |
Bars Traded | 10758 | 5104 | 5654 | 10758 | 5104 | 5654 |
Profit Streak | 585.9752 | 585.9752 | 588.9752 | 585.9752 | 585.9752 | 588.9752 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405248 | -91223 | -93969 | -22705 | -184975 | -68563 |
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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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