Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112239.3503 | 58099.9974 | 54139.3529 | 183392.6599 | 72168.3791 | 111224.2808 |
Total P&L (%) | 112.2394 | 58.1 | 54.1394 | 183.3927 | 72.1684 | 111.2243 |
Avg Daily Profit (%) | 0.2445 | 0.1266 | 0.1179 | 0.2272 | 0.1184 | 0.163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25409 | -12151 | -22063 | -38829 | -38829 | -22731 |
Profit Factor | 1.7317 | 1.7522 | 1.711 | 1.8137 | 1.5595 | 2.1537 |
Total Trades | 532 | 266 | 266 | 532 | 266 | 266 |
Winning Trades | 401 | 196 | 205 | 401 | 196 | 205 |
Losing Trades | 131 | 70 | 61 | 131 | 70 | 61 |
Profitability (%) | 75.3759 | 73.6842 | 77.0677 | 75.3759 | 73.6842 | 77.0677 |
Ratio Avg Win / Avg Loss | 0.5657 | 0.6258 | 0.5091 | 0.5925 | 0.557 | 0.6409 |
Largest Winning Trade | 10234 | 3833 | 10234 | 29667 | 6817 | 29667 |
Largest Losing Trade | -17810 | -12151 | -17810 | -38829 | -38829 | -22415 |
Avg Bars in Trades | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Winners | 9 | 8 | 9 | 9 | 8 | 9 |
Avg Bars in Losers | 52 | 54 | 51 | 52 | 54 | 51 |
Bars Traded | 10646 | 5548 | 5098 | 10646 | 5548 | 5098 |
Profit Streak | 590.3032 | 0 | 604.8865 | 590.3032 | 0 | 604.8865 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543180 | -20615 | -30918 | 543541 | -31496 | 499120 |
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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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