Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80139.4135 | 38352.7678 | 41786.6457 | 100654.5978 | 38493.8581 | 62160.7397 |
Total P&L (%) | 80.1394 | 38.3528 | 41.7866 | 100.6546 | 38.4939 | 62.1607 |
Avg Daily Profit (%) | 0.1746 | 0.0835 | 0.091 | 0.1518 | 0.071 | 0.1054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25721 | -17816 | -20028 | -28896 | -23301 | -22924 |
Profit Factor | 1.3107 | 1.313 | 1.3087 | 1.3216 | 1.2466 | 1.3962 |
Total Trades | 527 | 263 | 264 | 527 | 263 | 264 |
Winning Trades | 388 | 198 | 190 | 388 | 198 | 190 |
Losing Trades | 139 | 65 | 74 | 139 | 65 | 74 |
Profitability (%) | 73.6243 | 75.2852 | 71.9697 | 73.6243 | 75.2852 | 71.9697 |
Ratio Avg Win / Avg Loss | 0.4696 | 0.431 | 0.5097 | 0.4734 | 0.4092 | 0.5438 |
Largest Winning Trade | 10828 | 4444 | 10828 | 17496 | 8275 | 17496 |
Largest Losing Trade | -19687 | -12489 | -19687 | -22606 | -22364 | -22606 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 48 | 46 | 51 | 48 | 46 | 51 |
Bars Traded | 10765 | 5045 | 5720 | 10765 | 5045 | 5720 |
Profit Streak | 598.4027 | 598.4027 | 601.7777 | 598.4027 | 598.4027 | 601.7777 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451754 | -80815 | -70499 | 447143 | -98261 | -49311 |
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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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