Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72024.2196 | 34472.6395 | 37551.5801 | 78535.2334 | 25623.9077 | 52911.3258 |
Total P&L (%) | 72.0242 | 34.4726 | 37.5516 | 78.5352 | 25.6239 | 52.9113 |
Avg Daily Profit (%) | 0.1569 | 0.0751 | 0.0818 | 0.1263 | 0.0497 | 0.0926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28543 | -28096 | -23578 | -69002 | -68221 | -37138 |
Profit Factor | 1.3403 | 1.3311 | 1.3491 | 1.2454 | 1.1515 | 1.3506 |
Total Trades | 395 | 197 | 198 | 395 | 197 | 198 |
Winning Trades | 299 | 154 | 145 | 299 | 154 | 145 |
Losing Trades | 96 | 43 | 53 | 96 | 43 | 53 |
Profitability (%) | 75.6962 | 78.1726 | 73.2323 | 75.6962 | 78.1726 | 73.2323 |
Ratio Avg Win / Avg Loss | 0.4303 | 0.3717 | 0.4931 | 0.3999 | 0.3215 | 0.4937 |
Largest Winning Trade | 9263 | 6515 | 9263 | 11202 | 8609 | 11202 |
Largest Losing Trade | -28096 | -28096 | -23578 | -68221 | -68221 | -37138 |
Avg Bars in Trades | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Winners | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Losers | 68 | 68 | 67 | 68 | 68 | 67 |
Bars Traded | 10715 | 5164 | 5551 | 10715 | 5164 | 5551 |
Profit Streak | 592.9142 | 599.8308 | 592.9142 | 592.9142 | 599.8308 | 592.9142 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424188 | -92566 | -83877 | -20407 | -181322 | -68228 |
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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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