Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132728.6254 | 64265.1806 | 68463.4448 | 243987.6537 | 88584.6941 | 155402.9595 |
Total P&L (%) | 132.7286 | 64.2652 | 68.4634 | 243.9877 | 88.5847 | 155.403 |
Avg Daily Profit (%) | 0.2891 | 0.14 | 0.1491 | 0.2695 | 0.1383 | 0.2045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20791 | -15566 | -20791 | -54639 | -57534 | -31822 |
Profit Factor | 1.8323 | 1.8481 | 1.818 | 1.8418 | 1.5669 | 2.1634 |
Total Trades | 538 | 269 | 269 | 538 | 269 | 269 |
Winning Trades | 431 | 215 | 216 | 431 | 215 | 216 |
Losing Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Profitability (%) | 80.1115 | 79.9257 | 80.2974 | 80.1115 | 79.9257 | 80.2974 |
Ratio Avg Win / Avg Loss | 0.4549 | 0.4642 | 0.4461 | 0.4572 | 0.3935 | 0.5308 |
Largest Winning Trade | 10451 | 4038 | 10451 | 35933 | 6907 | 35933 |
Largest Losing Trade | -20791 | -9450 | -20791 | -35888 | -35888 | -31822 |
Avg Bars in Trades | 19 | 17 | 22 | 19 | 17 | 22 |
Avg Bars in Winners | 9 | 8 | 10 | 9 | 8 | 10 |
Avg Bars in Losers | 61 | 51 | 70 | 61 | 51 | 70 |
Bars Traded | 10663 | 4655 | 6008 | 10663 | 4655 | 6008 |
Profit Streak | 598.6075 | 599.3992 | 598.6075 | 598.6075 | 599.3992 | 598.6075 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 614592 | -330 | 426453 | 609204 | -3182 | 512555 |
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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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