Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139852.7302 | 71383.8936 | 68468.8367 | 258023.2998 | 96061.1547 | 161962.1451 |
Total P&L (%) | 139.8527 | 71.3839 | 68.4688 | 258.0233 | 96.0612 | 161.9621 |
Avg Daily Profit (%) | 0.3046 | 0.1555 | 0.1491 | 0.2782 | 0.1468 | 0.21 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21854 | -18387 | -17846 | -79201 | -69607 | -24694 |
Profit Factor | 1.3902 | 1.3893 | 1.3911 | 1.3951 | 1.2663 | 1.5539 |
Total Trades | 772 | 386 | 386 | 772 | 386 | 386 |
Winning Trades | 554 | 277 | 277 | 554 | 277 | 277 |
Losing Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Profitability (%) | 71.7617 | 71.7617 | 71.7617 | 71.7617 | 71.7617 | 71.7617 |
Ratio Avg Win / Avg Loss | 0.547 | 0.5467 | 0.5474 | 0.549 | 0.4983 | 0.6114 |
Largest Winning Trade | 10667 | 4038 | 10667 | 36071 | 11279 | 36071 |
Largest Losing Trade | -18026 | -18026 | -16184 | -67458 | -67458 | -21896 |
Avg Bars in Trades | 14 | 11 | 16 | 14 | 11 | 16 |
Avg Bars in Winners | 8 | 7 | 9 | 8 | 7 | 9 |
Avg Bars in Losers | 28 | 23 | 34 | 28 | 23 | 34 |
Bars Traded | 10957 | 4627 | 6330 | 10957 | 4627 | 6330 |
Profit Streak | 591.4977 | 591.4977 | 594.4144 | 591.4977 | 591.4977 | 594.4144 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562803 | 404490 | 364332 | 555745 | 210278 | 463355 |
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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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