Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130122.8252 | 65686.1596 | 64436.6657 | 227757.014 | 86171.9094 | 141585.1046 |
Total P&L (%) | 130.1228 | 65.6862 | 64.4367 | 227.757 | 86.1719 | 141.5851 |
Avg Daily Profit (%) | 0.2834 | 0.1431 | 0.1404 | 0.2589 | 0.1355 | 0.1923 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20607 | -19225 | -17846 | -44371 | -64429 | -25297 |
Profit Factor | 1.3721 | 1.3602 | 1.3851 | 1.3735 | 1.2522 | 1.5281 |
Total Trades | 735 | 367 | 368 | 735 | 367 | 368 |
Winning Trades | 522 | 260 | 262 | 522 | 260 | 262 |
Losing Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Profitability (%) | 71.0204 | 70.8447 | 71.1957 | 71.0204 | 70.8447 | 71.1957 |
Ratio Avg Win / Avg Loss | 0.5599 | 0.5598 | 0.5604 | 0.5604 | 0.5153 | 0.6183 |
Largest Winning Trade | 10667 | 4038 | 10667 | 31996 | 10594 | 31996 |
Largest Losing Trade | -16184 | -13366 | -16184 | -44371 | -44371 | -22332 |
Avg Bars in Trades | 14 | 13 | 16 | 14 | 13 | 16 |
Avg Bars in Winners | 8 | 8 | 9 | 8 | 8 | 9 |
Avg Bars in Losers | 29 | 25 | 34 | 29 | 25 | 34 |
Bars Traded | 10974 | 4862 | 6112 | 10974 | 4862 | 6112 |
Profit Streak | 595.2559 | 595.2559 | 598.1726 | 595.2559 | 595.2559 | 598.1726 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541889 | 46139 | -2081 | 534647 | -9516 | 445633 |
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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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