Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142145.7479 | 71626.8871 | 70518.8607 | 266946.1748 | 98779.3033 | 168166.8714 |
Total P&L (%) | 142.1457 | 71.6269 | 70.5189 | 266.9462 | 98.7793 | 168.1669 |
Avg Daily Profit (%) | 0.3096 | 0.156 | 0.1536 | 0.2836 | 0.1498 | 0.2151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21854 | -18387 | -17846 | -81174 | -71342 | -25310 |
Profit Factor | 1.4052 | 1.3969 | 1.414 | 1.4036 | 1.2694 | 1.5705 |
Total Trades | 762 | 381 | 381 | 762 | 381 | 381 |
Winning Trades | 547 | 274 | 273 | 547 | 274 | 273 |
Losing Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Profitability (%) | 71.7848 | 71.916 | 71.6535 | 71.7848 | 71.916 | 71.6535 |
Ratio Avg Win / Avg Loss | 0.5523 | 0.5455 | 0.5594 | 0.5517 | 0.4957 | 0.6213 |
Largest Winning Trade | 10667 | 4038 | 10667 | 36970 | 11560 | 36970 |
Largest Losing Trade | -18026 | -18026 | -16184 | -69139 | -69139 | -22442 |
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 | 10826 | 4571 | 6255 | 10826 | 4571 | 6255 |
Profit Streak | 593.307 | 593.307 | 596.2237 | 593.307 | 593.307 | 596.2237 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 565870 | 406105 | 413790 | 557499 | 354928 | 467131 |
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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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