Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68576.4451 | 34816.5835 | 33759.8616 | 77538.823 | 27689.8426 | 49848.9804 |
Total P&L (%) | 68.5764 | 34.8166 | 33.7599 | 77.5388 | 27.6898 | 49.849 |
Avg Daily Profit (%) | 0.1494 | 0.0758 | 0.0735 | 0.1251 | 0.0533 | 0.0881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29027 | -24089 | -17534 | -63626 | -52943 | -24162 |
Profit Factor | 1.2797 | 1.2897 | 1.27 | 1.2149 | 1.1496 | 1.2838 |
Total Trades | 464 | 232 | 232 | 464 | 232 | 232 |
Winning Trades | 290 | 152 | 138 | 290 | 152 | 138 |
Losing Trades | 174 | 80 | 94 | 174 | 80 | 94 |
Profitability (%) | 62.5 | 65.5172 | 59.4828 | 62.5 | 65.5172 | 59.4828 |
Ratio Avg Win / Avg Loss | 0.7678 | 0.6788 | 0.8651 | 0.729 | 0.6051 | 0.8744 |
Largest Winning Trade | 6539 | 3914 | 6539 | 9100 | 6609 | 9100 |
Largest Losing Trade | -22846 | -22846 | -14510 | -50206 | -50206 | -20266 |
Avg Bars in Trades | 23 | 21 | 24 | 23 | 21 | 24 |
Avg Bars in Winners | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Losers | 38 | 37 | 39 | 38 | 37 | 39 |
Bars Traded | 10759 | 4985 | 5774 | 10759 | 4985 | 5774 |
Profit Streak | 597.8861 | 0 | 608.9277 | 597.8861 | 0 | 608.9277 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313346 | -93554 | -96564 | -23947 | -180555 | -75579 |
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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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