Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107892.1991 | 54556.5978 | 53335.6012 | 164854.5113 | 64622.4892 | 100232.0221 |
Total P&L (%) | 107.8922 | 54.5566 | 53.3356 | 164.8545 | 64.6225 | 100.232 |
Avg Daily Profit (%) | 0.235 | 0.1188 | 0.1162 | 0.2124 | 0.1086 | 0.1514 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28112 | -20510 | -20278 | -32033 | -33338 | -22605 |
Profit Factor | 1.3203 | 1.3264 | 1.3143 | 1.375 | 1.2798 | 1.4803 |
Total Trades | 865 | 432 | 433 | 865 | 432 | 433 |
Winning Trades | 630 | 319 | 311 | 630 | 319 | 311 |
Losing Trades | 235 | 113 | 122 | 235 | 113 | 122 |
Profitability (%) | 72.8324 | 73.8426 | 71.8245 | 72.8324 | 73.8426 | 71.8245 |
Ratio Avg Win / Avg Loss | 0.4925 | 0.4699 | 0.5156 | 0.5129 | 0.4533 | 0.5807 |
Largest Winning Trade | 11042 | 3764 | 11042 | 23831 | 8413 | 23831 |
Largest Losing Trade | -15588 | -13366 | -15588 | -32033 | -32033 | -16262 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 6 | 6 | 7 | 6 | 6 | 7 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 10917 | 5038 | 5879 | 10917 | 5038 | 5879 |
Profit Streak | 590.4206 | 590.4206 | 593.629 | 590.4206 | 590.4206 | 593.629 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 548479 | -31263 | -35057 | 553542 | -44750 | 438248 |
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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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