Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73084.6016 | 35789.6412 | 37294.9605 | 87228.4146 | 28991.9026 | 58236.5119 |
Total P&L (%) | 73.0846 | 35.7896 | 37.295 | 87.2284 | 28.9919 | 58.2365 |
Avg Daily Profit (%) | 0.1592 | 0.078 | 0.0812 | 0.1367 | 0.0555 | 0.1 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31966 | -19133 | -27821 | -34058 | -35383 | -28588 |
Profit Factor | 1.2763 | 1.2838 | 1.2694 | 1.294 | 1.1914 | 1.401 |
Total Trades | 633 | 316 | 317 | 633 | 316 | 317 |
Winning Trades | 453 | 229 | 224 | 453 | 229 | 224 |
Losing Trades | 180 | 87 | 93 | 180 | 87 | 93 |
Profitability (%) | 71.564 | 72.4684 | 70.6625 | 71.564 | 72.4684 | 70.6625 |
Ratio Avg Win / Avg Loss | 0.5071 | 0.4877 | 0.527 | 0.5142 | 0.4526 | 0.5817 |
Largest Winning Trade | 11042 | 3797 | 11042 | 20713 | 4716 | 20713 |
Largest Losing Trade | -18968 | -15257 | -18968 | -31780 | -31780 | -17606 |
Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 38 | 34 | 41 | 38 | 34 | 41 |
Bars Traded | 10918 | 5100 | 5818 | 10918 | 5100 | 5818 |
Profit Streak | 597.598 | 0 | 601.1397 | 597.598 | 0 | 601.1397 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437747 | -89339 | -84078 | -5536 | -129941 | -56559 |
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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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