Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97069.2938 | 58305.7752 | 38763.5186 | 104835.8051 | 87423.6792 | 17412.126 |
Total P&L (%) | 97.0693 | 58.3058 | 38.7635 | 104.8358 | 87.4237 | 17.4121 |
Avg Daily Profit (%) | 0.6988 | 0.4197 | 0.2791 | 0.5175 | 0.4533 | 0.1156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60382 | -26527 | -48086 | -102003 | -42714 | -90858 |
Profit Factor | 1.1901 | 1.2418 | 1.1439 | 1.1324 | 1.24 | 1.0407 |
Total Trades | 672 | 336 | 336 | 672 | 336 | 336 |
Winning Trades | 355 | 168 | 187 | 355 | 168 | 187 |
Losing Trades | 317 | 168 | 149 | 317 | 168 | 149 |
Profitability (%) | 52.8274 | 50 | 55.6548 | 52.8274 | 50 | 55.6548 |
Ratio Avg Win / Avg Loss | 1.0627 | 1.2418 | 0.9114 | 1.0112 | 1.24 | 0.8292 |
Largest Winning Trade | 24511 | 24511 | 11239 | 38356 | 38356 | 15097 |
Largest Losing Trade | -17851 | -11252 | -17851 | -29829 | -13684 | -29829 |
Avg Bars in Trades | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Winners | 22 | 21 | 22 | 22 | 21 | 22 |
Avg Bars in Losers | 16 | 12 | 20 | 16 | 12 | 20 |
Bars Traded | 13137 | 5774 | 7362 | 13137 | 5774 | 7362 |
Profit Streak | 124.6608 | 124.6608 | 126.5983 | 124.6608 | 124.6608 | 126.5983 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 154959 | 341891 | -56104 | -60737 | 379886 | -222781 |
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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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