Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77290.4405 | 38248.1499 | 39042.2907 | 96794.7705 | 35984.7349 | 60810.0356 |
Total P&L (%) | 77.2904 | 38.2482 | 39.0423 | 96.7948 | 35.9847 | 60.81 |
Avg Daily Profit (%) | 0.1684 | 0.0833 | 0.085 | 0.1476 | 0.067 | 0.1035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23912 | -16945 | -23117 | -35869 | -35869 | -23838 |
Profit Factor | 1.3329 | 1.35 | 1.3176 | 1.3229 | 1.2382 | 1.4091 |
Total Trades | 715 | 357 | 358 | 715 | 357 | 358 |
Winning Trades | 509 | 259 | 250 | 509 | 259 | 250 |
Losing Trades | 206 | 98 | 108 | 206 | 98 | 108 |
Profitability (%) | 71.1888 | 72.549 | 69.8324 | 71.1888 | 72.549 | 69.8324 |
Ratio Avg Win / Avg Loss | 0.5394 | 0.5108 | 0.5692 | 0.5354 | 0.4685 | 0.6087 |
Largest Winning Trade | 11042 | 3797 | 11042 | 21049 | 4987 | 21049 |
Largest Losing Trade | -18932 | -16945 | -18932 | -35869 | -35869 | -23591 |
Avg Bars in Trades | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Winners | 7 | 8 | 7 | 7 | 8 | 7 |
Avg Bars in Losers | 34 | 31 | 36 | 34 | 31 | 36 |
Bars Traded | 10914 | 5154 | 5760 | 10914 | 5154 | 5760 |
Profit Streak | 596.6179 | 596.6179 | 600.2846 | 596.6179 | 596.6179 | 600.2846 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493683 | -80766 | -78429 | 369494 | -103436 | -51524 |
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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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