Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98590.0966 | 51559.973 | 47030.1236 | 145722.2733 | 59160.5858 | 86561.6875 |
Total P&L (%) | 98.5901 | 51.56 | 47.0301 | 145.7223 | 59.1606 | 86.5617 |
Avg Daily Profit (%) | 0.2148 | 0.1123 | 0.1024 | 0.196 | 0.1013 | 0.1359 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22619 | -13903 | -19511 | -33944 | -33944 | -28838 |
Profit Factor | 1.7266 | 1.809 | 1.6537 | 1.674 | 1.5251 | 1.836 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 81.0289 | 81.2903 | 80.7692 | 81.0289 | 81.2903 | 80.7692 |
Ratio Avg Win / Avg Loss | 0.4042 | 0.4164 | 0.3937 | 0.3919 | 0.351 | 0.4371 |
Largest Winning Trade | 10667 | 4038 | 10667 | 26484 | 7611 | 26484 |
Largest Losing Trade | -19511 | -12354 | -19511 | -33944 | -33944 | -28838 |
Avg Bars in Trades | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 115 | 106 | 123 | 115 | 106 | 123 |
Bars Traded | 10772 | 5075 | 5697 | 10772 | 5075 | 5697 |
Profit Streak | 597.9905 | 0 | 606.5739 | 597.9905 | 0 | 606.5739 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492332 | -39570 | -52369 | 482912 | -54905 | -5776 |
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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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