Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68528.651 | 36014.2439 | 32514.4071 | 73814.9414 | 29602.4563 | 44212.4851 |
Total P&L (%) | 68.5287 | 36.0142 | 32.5144 | 73.8149 | 29.6025 | 44.2125 |
Avg Daily Profit (%) | 0.1493 | 0.0784 | 0.0708 | 0.1205 | 0.0565 | 0.0798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32704 | -28232 | -21687 | -68146 | -58773 | -33794 |
Profit Factor | 1.3948 | 1.4396 | 1.3549 | 1.286 | 1.2262 | 1.3476 |
Total Trades | 394 | 197 | 197 | 394 | 197 | 197 |
Winning Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Losing Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Profitability (%) | 72.5888 | 72.5888 | 72.5888 | 72.5888 | 72.5888 | 72.5888 |
Ratio Avg Win / Avg Loss | 0.5267 | 0.5436 | 0.5116 | 0.4856 | 0.463 | 0.5089 |
Largest Winning Trade | 8752 | 7428 | 8752 | 12182 | 9631 | 12182 |
Largest Losing Trade | -28232 | -28232 | -18539 | -58773 | -58773 | -29675 |
Avg Bars in Trades | 27 | 26 | 27 | 27 | 26 | 27 |
Avg Bars in Winners | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Losers | 55 | 55 | 56 | 55 | 55 | 56 |
Bars Traded | 10696 | 5244 | 5452 | 10696 | 5244 | 5452 |
Profit Streak | 606.4529 | 0 | 608.4946 | 606.4529 | 0 | 608.4946 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367504 | -88597 | -98258 | -28734 | -119737 | -85319 |
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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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