Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75762.3191 | 40739.7237 | 35022.5954 | 87439.8193 | 35552.2448 | 51887.5745 |
Total P&L (%) | 75.7623 | 40.7397 | 35.0226 | 87.4398 | 35.5522 | 51.8876 |
Avg Daily Profit (%) | 0.165 | 0.0887 | 0.0763 | 0.137 | 0.0663 | 0.0911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27953 | -27755 | -21042 | -68482 | -68829 | -34944 |
Profit Factor | 1.3344 | 1.3695 | 1.3011 | 1.2222 | 1.1747 | 1.2731 |
Total Trades | 662 | 331 | 331 | 662 | 331 | 331 |
Winning Trades | 447 | 225 | 222 | 447 | 225 | 222 |
Losing Trades | 215 | 106 | 109 | 215 | 106 | 109 |
Profitability (%) | 67.5227 | 67.9758 | 67.0695 | 67.5227 | 67.9758 | 67.0695 |
Ratio Avg Win / Avg Loss | 0.6418 | 0.6452 | 0.6388 | 0.5879 | 0.5534 | 0.6251 |
Largest Winning Trade | 5731 | 5521 | 5731 | 10718 | 7916 | 10718 |
Largest Losing Trade | -27732 | -27732 | -20205 | -68077 | -68077 | -33998 |
Avg Bars in Trades | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Winners | 8 | 8 | 7 | 8 | 8 | 7 |
Avg Bars in Losers | 32 | 29 | 34 | 32 | 29 | 34 |
Bars Traded | 10691 | 5165 | 5525 | 10691 | 5165 | 5525 |
Profit Streak | 593.4141 | 599.9557 | 593.4141 | 593.4141 | 599.9557 | 593.4141 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452420 | -73446 | -91844 | -5643 | -132683 | -70827 |
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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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