Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92205.7221 | 45451.4769 | 46754.2452 | 123478.5186 | 44081.3614 | 79397.1572 |
Total P&L (%) | 92.2057 | 45.4515 | 46.7542 | 123.4785 | 44.0814 | 79.3972 |
Avg Daily Profit (%) | 0.2008 | 0.099 | 0.1018 | 0.1753 | 0.0796 | 0.1274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26857 | -26674 | -19227 | -50811 | -63715 | -22641 |
Profit Factor | 1.2484 | 1.2459 | 1.2509 | 1.2353 | 1.16 | 1.3185 |
Total Trades | 822 | 411 | 411 | 822 | 411 | 411 |
Winning Trades | 568 | 283 | 285 | 568 | 283 | 285 |
Losing Trades | 254 | 128 | 126 | 254 | 128 | 126 |
Profitability (%) | 69.0998 | 68.8564 | 69.3431 | 69.0998 | 68.8564 | 69.3431 |
Ratio Avg Win / Avg Loss | 0.5583 | 0.5635 | 0.553 | 0.5524 | 0.5247 | 0.5829 |
Largest Winning Trade | 10667 | 4104 | 10667 | 23038 | 7361 | 23038 |
Largest Losing Trade | -18026 | -18026 | -15517 | -43084 | -43084 | -16844 |
Avg Bars in Trades | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Winners | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 10768 | 5049 | 5719 | 10768 | 5049 | 5719 |
Profit Streak | 598.7603 | 598.7603 | 601.7187 | 598.7603 | 598.7603 | 601.7187 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496638 | -59663 | -55524 | 485901 | -130217 | -19432 |
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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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