Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91003.9756 | 46908.6633 | 44095.3123 | 119585.0225 | 48396.0895 | 71188.933 |
Total P&L (%) | 91.004 | 46.9087 | 44.0953 | 119.585 | 48.3961 | 71.1889 |
Avg Daily Profit (%) | 0.1982 | 0.1022 | 0.0961 | 0.1715 | 0.086 | 0.1172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35344 | -17285 | -27959 | -36482 | -29058 | -29926 |
Profit Factor | 1.2708 | 1.2796 | 1.2621 | 1.3088 | 1.2359 | 1.3908 |
Total Trades | 678 | 339 | 339 | 678 | 339 | 339 |
Winning Trades | 465 | 234 | 231 | 465 | 234 | 231 |
Losing Trades | 213 | 105 | 108 | 213 | 105 | 108 |
Profitability (%) | 68.5841 | 69.0265 | 68.1416 | 68.5841 | 69.0265 | 68.1416 |
Ratio Avg Win / Avg Loss | 0.5821 | 0.5742 | 0.5901 | 0.5995 | 0.5546 | 0.6502 |
Largest Winning Trade | 11042 | 5586 | 11042 | 19706 | 10193 | 19706 |
Largest Losing Trade | -20813 | -13704 | -20813 | -27157 | -27157 | -19638 |
Avg Bars in Trades | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Winners | 9 | 8 | 9 | 9 | 8 | 9 |
Avg Bars in Losers | 31 | 27 | 34 | 31 | 27 | 34 |
Bars Traded | 10968 | 5002 | 5966 | 10968 | 5002 | 5966 |
Profit Streak | 591.9752 | 591.9752 | 595.1002 | 591.9752 | 591.9752 | 595.1002 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471318 | -55726 | -63946 | 471431 | -77413 | -33140 |
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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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