Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111232.9223 | 58277.1201 | 52955.8022 | 167545.5883 | 63766.9952 | 103778.5931 |
Total P&L (%) | 111.2329 | 58.2771 | 52.9558 | 167.5456 | 63.767 | 103.7786 |
Avg Daily Profit (%) | 0.2423 | 0.1269 | 0.1154 | 0.2146 | 0.1075 | 0.1552 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26383 | -26878 | -20278 | -87916 | -90783 | -35256 |
Profit Factor | 1.6722 | 1.6929 | 1.6509 | 1.4951 | 1.3279 | 1.7207 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 253 | 129 | 124 | 253 | 129 | 124 |
Losing Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Profitability (%) | 81.3505 | 83.2258 | 79.4872 | 81.3505 | 83.2258 | 79.4872 |
Ratio Avg Win / Avg Loss | 0.3834 | 0.3412 | 0.426 | 0.3427 | 0.2676 | 0.4441 |
Largest Winning Trade | 6600 | 5238 | 6600 | 14814 | 9182 | 14814 |
Largest Losing Trade | -26383 | -26383 | -20278 | -87916 | -87916 | -35256 |
Avg Bars in Trades | 34 | 33 | 36 | 34 | 33 | 36 |
Avg Bars in Winners | 19 | 18 | 19 | 19 | 18 | 19 |
Avg Bars in Losers | 101 | 103 | 100 | 101 | 103 | 100 |
Bars Traded | 10812 | 5149 | 5664 | 10812 | 5149 | 5664 |
Profit Streak | 595.0507 | 598.9673 | 595.0507 | 595.0507 | 598.9673 | 595.0507 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511656 | -18970 | -35610 | 475028 | -46362 | 428477 |
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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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