Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93581.2543 | 49388.1881 | 44193.0662 | 124254.7597 | 44906.3811 | 79348.3787 |
Total P&L (%) | 93.5813 | 49.3882 | 44.1931 | 124.2548 | 44.9064 | 79.3484 |
Avg Daily Profit (%) | 0.2038 | 0.1076 | 0.0963 | 0.1761 | 0.0808 | 0.1273 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28619 | -28619 | -22651 | -79855 | -79855 | -33252 |
Profit Factor | 1.4512 | 1.4606 | 1.4411 | 1.3532 | 1.2238 | 1.525 |
Total Trades | 595 | 297 | 298 | 595 | 297 | 298 |
Winning Trades | 454 | 233 | 221 | 454 | 233 | 221 |
Losing Trades | 141 | 64 | 77 | 141 | 64 | 77 |
Profitability (%) | 76.3025 | 78.4512 | 74.1611 | 76.3025 | 78.4512 | 74.1611 |
Ratio Avg Win / Avg Loss | 0.4507 | 0.4012 | 0.5021 | 0.4203 | 0.3362 | 0.5313 |
Largest Winning Trade | 6292 | 4249 | 6292 | 7860 | 7860 | 5522 |
Largest Losing Trade | -28619 | -28619 | -19637 | -79855 | -79855 | -32796 |
Avg Bars in Trades | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 42 | 38 | 46 | 42 | 38 | 46 |
Bars Traded | 10819 | 4850 | 5968 | 10819 | 4850 | 5968 |
Profit Streak | 596.5892 | 0 | 596.6308 | 596.5892 | 0 | 596.6308 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504945 | -46877 | -62793 | 474847 | -84669 | -19013 |
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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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