Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118628.084 | 59132.8569 | 59495.2271 | 190707.9726 | 69887.9896 | 120819.983 |
Total P&L (%) | 118.6281 | 59.1329 | 59.4952 | 190.708 | 69.888 | 120.82 |
Avg Daily Profit (%) | 0.2584 | 0.1288 | 0.1296 | 0.2327 | 0.1155 | 0.1727 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28270 | -26761 | -19132 | -97116 | -91807 | -33816 |
Profit Factor | 1.4926 | 1.4941 | 1.4912 | 1.4029 | 1.2671 | 1.5708 |
Total Trades | 728 | 364 | 364 | 728 | 364 | 364 |
Winning Trades | 521 | 265 | 256 | 521 | 265 | 256 |
Losing Trades | 207 | 99 | 108 | 207 | 99 | 108 |
Profitability (%) | 71.5659 | 72.8022 | 70.3297 | 71.5659 | 72.8022 | 70.3297 |
Ratio Avg Win / Avg Loss | 0.593 | 0.5582 | 0.6291 | 0.5574 | 0.4734 | 0.6627 |
Largest Winning Trade | 6600 | 4179 | 6600 | 9525 | 9525 | 7937 |
Largest Losing Trade | -26564 | -26564 | -18932 | -91135 | -91135 | -33465 |
Avg Bars in Trades | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Winners | 7 | 7 | 6 | 7 | 7 | 6 |
Avg Bars in Losers | 34 | 32 | 35 | 34 | 32 | 35 |
Bars Traded | 10789 | 5136 | 5653 | 10789 | 5136 | 5653 |
Profit Streak | 596.4933 | 596.4933 | 600.0766 | 596.4933 | 596.4933 | 600.0766 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 560742 | -17507 | -16262 | 533101 | -36187 | 443582 |
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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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