Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77839.7776 | 41457.0249 | 36382.7527 | 93364.8552 | 35232.4043 | 58132.4508 |
Total P&L (%) | 77.8398 | 41.457 | 36.3828 | 93.3649 | 35.2324 | 58.1325 |
Avg Daily Profit (%) | 0.1696 | 0.0903 | 0.0793 | 0.1437 | 0.0658 | 0.0999 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27491 | -27374 | -20278 | -64483 | -64990 | -29413 |
Profit Factor | 1.4377 | 1.4562 | 1.4184 | 1.3362 | 1.2261 | 1.477 |
Total Trades | 347 | 173 | 174 | 347 | 173 | 174 |
Winning Trades | 279 | 141 | 138 | 279 | 141 | 138 |
Losing Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Profitability (%) | 80.4035 | 81.5029 | 79.3103 | 80.4035 | 81.5029 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.3504 | 0.3305 | 0.37 | 0.3257 | 0.2783 | 0.3853 |
Largest Winning Trade | 4580 | 3654 | 4580 | 6614 | 6614 | 5493 |
Largest Losing Trade | -24690 | -24690 | -20278 | -57625 | -57625 | -29413 |
Avg Bars in Trades | 31 | 29 | 32 | 31 | 29 | 32 |
Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Losers | 91 | 91 | 91 | 91 | 91 | 91 |
Bars Traded | 10814 | 5150 | 5664 | 10814 | 5150 | 5664 |
Profit Streak | 588.2946 | 592.2529 | 588.2946 | 588.2946 | 592.2529 | 588.2946 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462014 | -69707 | -86289 | 123177 | -104662 | -56962 |
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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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