Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67784.9496 | 36366.6474 | 31418.3022 | 74353.9824 | 29141.4225 | 45212.56 |
Total P&L (%) | 67.785 | 36.3666 | 31.4183 | 74.354 | 29.1414 | 45.2126 |
Avg Daily Profit (%) | 0.1477 | 0.0792 | 0.0684 | 0.1212 | 0.0557 | 0.0813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30306 | -26396 | -22786 | -55165 | -55165 | -32746 |
Profit Factor | 1.3605 | 1.3798 | 1.3404 | 1.2684 | 1.1933 | 1.3579 |
Total Trades | 460 | 230 | 230 | 460 | 230 | 230 |
Winning Trades | 334 | 169 | 165 | 334 | 169 | 165 |
Losing Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Profitability (%) | 72.6087 | 73.4783 | 71.7391 | 72.6087 | 73.4783 | 71.7391 |
Ratio Avg Win / Avg Loss | 0.5132 | 0.498 | 0.528 | 0.4785 | 0.4307 | 0.5349 |
Largest Winning Trade | 6292 | 6156 | 6292 | 6737 | 6371 | 6737 |
Largest Losing Trade | -26396 | -26396 | -19019 | -55165 | -55165 | -28034 |
Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Winners | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Losers | 55 | 57 | 53 | 55 | 57 | 53 |
Bars Traded | 10821 | 5195 | 5626 | 10821 | 5195 | 5626 |
Profit Streak | 599.7962 | 599.7962 | 606.3795 | 599.7962 | 599.7962 | 606.3795 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322269 | -86287 | -101531 | -26779 | -126706 | -83063 |
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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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