Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142315.9402 | 71626.8871 | 70689.053 | 267570.6889 | 98947.4181 | 168623.2708 |
Total P&L (%) | 142.3159 | 71.6269 | 70.6891 | 267.5707 | 98.9474 | 168.6233 |
Avg Daily Profit (%) | 0.31 | 0.156 | 0.154 | 0.284 | 0.1499 | 0.2155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21854 | -18387 | -17846 | -81313 | -71463 | -25353 |
Profit Factor | 1.4057 | 1.3969 | 1.415 | 1.4038 | 1.2694 | 1.571 |
Total Trades | 763 | 381 | 382 | 763 | 381 | 382 |
Winning Trades | 548 | 274 | 274 | 548 | 274 | 274 |
Losing Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Profitability (%) | 71.8218 | 71.916 | 71.7277 | 71.8218 | 71.916 | 71.7277 |
Ratio Avg Win / Avg Loss | 0.5515 | 0.5455 | 0.5577 | 0.5508 | 0.4957 | 0.6192 |
Largest Winning Trade | 10667 | 4038 | 10667 | 37033 | 11580 | 37033 |
Largest Losing Trade | -18026 | -18026 | -16184 | -69256 | -69256 | -22480 |
Avg Bars in Trades | 14 | 11 | 16 | 14 | 11 | 16 |
Avg Bars in Winners | 8 | 7 | 9 | 8 | 7 | 9 |
Avg Bars in Losers | 29 | 23 | 34 | 29 | 23 | 34 |
Bars Traded | 10844 | 4571 | 6272 | 10844 | 4571 | 6272 |
Profit Streak | 597.8261 | 597.8261 | 600.7428 | 597.8261 | 597.8261 | 600.7428 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 566444 | 406103 | 414650 | 558024 | 363758 | 467896 |
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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) |
---|