Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82440.6138 | 40675.8094 | 41764.8044 | 105511.7842 | 39885.1372 | 65626.647 |
Total P&L (%) | 82.4406 | 40.6758 | 41.7648 | 105.5118 | 39.8851 | 65.6266 |
Avg Daily Profit (%) | 0.1796 | 0.0886 | 0.091 | 0.157 | 0.0731 | 0.11 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21359 | -14912 | -21639 | -31768 | -32928 | -29683 |
Profit Factor | 1.472 | 1.5936 | 1.3935 | 1.4304 | 1.3882 | 1.4609 |
Total Trades | 466 | 233 | 233 | 466 | 233 | 233 |
Winning Trades | 343 | 168 | 175 | 343 | 168 | 175 |
Losing Trades | 123 | 65 | 58 | 123 | 65 | 58 |
Profitability (%) | 73.6052 | 72.103 | 75.1073 | 73.6052 | 72.103 | 75.1073 |
Ratio Avg Win / Avg Loss | 0.5279 | 0.6166 | 0.4618 | 0.513 | 0.5371 | 0.4842 |
Largest Winning Trade | 10667 | 4038 | 10667 | 21395 | 6317 | 21395 |
Largest Losing Trade | -21359 | -14312 | -21359 | -31768 | -31768 | -29376 |
Avg Bars in Trades | 23 | 10 | 35 | 23 | 10 | 35 |
Avg Bars in Winners | 11 | 6 | 16 | 11 | 6 | 16 |
Avg Bars in Losers | 55 | 22 | 92 | 55 | 22 | 92 |
Bars Traded | 10762 | 2506 | 8256 | 10762 | 2506 | 8256 |
Profit Streak | 603.1312 | 611.1312 | 603.1312 | 603.1312 | 611.1312 | 603.1312 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477826 | -71966 | -70471 | 461739 | -94186 | -42961 |
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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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