Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128913.7752 | 67306.9588 | 61606.8165 | 224821.4205 | 96740.9956 | 128080.4249 |
Total P&L (%) | 128.9138 | 67.307 | 61.6068 | 224.8214 | 96.741 | 128.0804 |
Avg Daily Profit (%) | 0.2808 | 0.1466 | 0.1342 | 0.257 | 0.1475 | 0.1798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23031 | -23031 | -20718 | -68907 | -68907 | -30276 |
Profit Factor | 1.6265 | 1.6699 | 1.585 | 1.6695 | 1.5201 | 1.855 |
Total Trades | 573 | 286 | 287 | 573 | 286 | 287 |
Winning Trades | 446 | 227 | 219 | 446 | 227 | 219 |
Losing Trades | 127 | 59 | 68 | 127 | 59 | 68 |
Profitability (%) | 77.836 | 79.3706 | 76.3066 | 77.836 | 79.3706 | 76.3066 |
Ratio Avg Win / Avg Loss | 0.4631 | 0.434 | 0.4921 | 0.4754 | 0.3951 | 0.576 |
Largest Winning Trade | 4757 | 4757 | 4580 | 12870 | 12870 | 11181 |
Largest Losing Trade | -23031 | -23031 | -20718 | -68907 | -68907 | -30276 |
Avg Bars in Trades | 18 | 18 | 19 | 18 | 18 | 19 |
Avg Bars in Winners | 9 | 10 | 9 | 9 | 10 | 9 |
Avg Bars in Losers | 50 | 46 | 53 | 50 | 46 | 53 |
Bars Traded | 10816 | 5148 | 5668 | 10816 | 5148 | 5668 |
Profit Streak | 597.0277 | 602.6111 | 597.0277 | 597.0277 | 602.6111 | 597.0277 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 603824 | 316381 | -9174 | 589475 | 333759 | 468641 |
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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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