Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119780.6653 | 58977.7209 | 60802.9444 | 196272.1483 | 70924.0058 | 125348.1425 |
Total P&L (%) | 119.7807 | 58.9777 | 60.8029 | 196.2721 | 70.924 | 125.3481 |
Avg Daily Profit (%) | 0.2609 | 0.1285 | 0.1324 | 0.2369 | 0.1168 | 0.1771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23166 | -24059 | -17315 | -84971 | -87837 | -27942 |
Profit Factor | 1.5163 | 1.4935 | 1.5406 | 1.4624 | 1.2962 | 1.6776 |
Total Trades | 526 | 263 | 263 | 526 | 263 | 263 |
Winning Trades | 398 | 204 | 194 | 398 | 204 | 194 |
Losing Trades | 128 | 59 | 69 | 128 | 59 | 69 |
Profitability (%) | 75.6654 | 77.5665 | 73.7643 | 75.6654 | 77.5665 | 73.7643 |
Ratio Avg Win / Avg Loss | 0.4877 | 0.4319 | 0.5479 | 0.4703 | 0.3749 | 0.5967 |
Largest Winning Trade | 9263 | 6283 | 9263 | 12957 | 9603 | 12957 |
Largest Losing Trade | -23166 | -23166 | -14104 | -84971 | -84971 | -22912 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 49 | 49 | 49 | 49 | 49 | 49 |
Bars Traded | 10767 | 5207 | 5561 | 10767 | 5207 | 5561 |
Profit Streak | 595.045 | 0 | 614.3366 | 595.045 | 0 | 614.3366 |
Trades During Streak | 1 | 0 | 10 | 1 | 0 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505896 | -18742 | -12076 | 486638 | -34727 | 456761 |
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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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