Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83231.054 | 50133.542 | 33097.512 | 114297.7254 | 62835.7772 | 51461.9481 |
Total P&L (%) | 83.2311 | 50.1335 | 33.0975 | 114.2977 | 62.8358 | 51.4619 |
Avg Daily Profit (%) | 0.1813 | 0.1092 | 0.0721 | 0.1662 | 0.1063 | 0.0905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22596 | -12010 | -18631 | -27558 | -16732 | -22413 |
Profit Factor | 1.5977 | 1.8934 | 1.3981 | 1.6942 | 1.9343 | 1.5284 |
Total Trades | 490 | 245 | 245 | 490 | 245 | 245 |
Winning Trades | 367 | 186 | 181 | 367 | 186 | 181 |
Losing Trades | 123 | 59 | 64 | 123 | 59 | 64 |
Profitability (%) | 74.898 | 75.9184 | 73.8776 | 74.898 | 75.9184 | 73.8776 |
Ratio Avg Win / Avg Loss | 0.5355 | 0.6006 | 0.4944 | 0.5678 | 0.6136 | 0.5404 |
Largest Winning Trade | 10451 | 3948 | 10451 | 20277 | 5773 | 20277 |
Largest Losing Trade | -18249 | -8229 | -18249 | -22035 | -13267 | -22035 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 56 | 53 | 59 | 56 | 53 | 59 |
Bars Traded | 10444 | 4910 | 5534 | 10444 | 4910 | 5534 |
Profit Streak | 613.8305 | 638.7055 | 613.8305 | 613.8305 | 638.7055 | 613.8305 |
Trades During Streak | 2 | 14 | 1 | 2 | 14 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502454 | -42342 | -96580 | 504845 | -45615 | -69677 |
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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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