Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92821.4402 | 47117.8024 | 45703.6378 | 124671.1215 | 44216.9202 | 80454.2014 |
Total P&L (%) | 92.8214 | 47.1178 | 45.7036 | 124.6711 | 44.2169 | 80.4542 |
Avg Daily Profit (%) | 0.2022 | 0.1026 | 0.0996 | 0.1765 | 0.0798 | 0.1287 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26687 | -26456 | -20498 | -70237 | -69175 | -26831 |
Profit Factor | 1.492 | 1.4874 | 1.4968 | 1.4279 | 1.2621 | 1.6558 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 81.1594 | 81.1594 | 81.1594 | 81.1594 | 81.1594 | 81.1594 |
Ratio Avg Win / Avg Loss | 0.3464 | 0.3453 | 0.3475 | 0.3315 | 0.293 | 0.3844 |
Largest Winning Trade | 4084 | 3654 | 4084 | 7597 | 7597 | 6003 |
Largest Losing Trade | -26456 | -26456 | -20498 | -69175 | -69175 | -26831 |
Avg Bars in Trades | 25 | 24 | 27 | 25 | 24 | 27 |
Avg Bars in Winners | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Losers | 78 | 73 | 83 | 78 | 73 | 83 |
Bars Traded | 10758 | 5152 | 5606 | 10758 | 5152 | 5606 |
Profit Streak | 593.2203 | 0 | 596.5536 | 593.2203 | 0 | 596.5536 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495725 | -53666 | -56507 | 463701 | -86040 | -15516 |
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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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