Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119012.3449 | 61172.7132 | 57839.6318 | 200114.1734 | 79577.1867 | 120536.9867 |
Total P&L (%) | 119.0123 | 61.1727 | 57.8396 | 200.1142 | 79.5772 | 120.537 |
Avg Daily Profit (%) | 0.2592 | 0.1333 | 0.126 | 0.2397 | 0.1276 | 0.1724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28349 | -13569 | -19748 | -45288 | -43825 | -30870 |
Profit Factor | 1.8456 | 1.8947 | 1.7991 | 1.8001 | 1.5794 | 2.0688 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 285 | 140 | 145 | 285 | 140 | 145 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 82.8488 | 81.3953 | 84.3023 | 82.8488 | 81.3953 | 84.3023 |
Ratio Avg Win / Avg Loss | 0.3821 | 0.4331 | 0.335 | 0.3726 | 0.361 | 0.3852 |
Largest Winning Trade | 11042 | 4038 | 11042 | 32117 | 7724 | 32117 |
Largest Losing Trade | -19728 | -13569 | -19728 | -43825 | -43825 | -30786 |
Avg Bars in Trades | 31 | 29 | 32 | 31 | 29 | 32 |
Avg Bars in Winners | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Losers | 116 | 104 | 131 | 116 | 104 | 131 |
Bars Traded | 10682 | 5087 | 5595 | 10682 | 5087 | 5595 |
Profit Streak | 599.9537 | 599.9537 | 610.1204 | 599.9537 | 599.9537 | 610.1204 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556233 | -9135 | -19431 | 547052 | -17047 | 507784 |
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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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