Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138852.3844 | 71856.8978 | 66995.4866 | 261147.6708 | 110011.9982 | 151135.6726 |
Total P&L (%) | 138.8524 | 71.8569 | 66.9955 | 261.1477 | 110.012 | 151.1357 |
Avg Daily Profit (%) | 0.3025 | 0.1565 | 0.1459 | 0.2801 | 0.1618 | 0.2008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21200 | -21200 | -20498 | -72477 | -72250 | -32885 |
Profit Factor | 1.7955 | 1.8306 | 1.761 | 1.8278 | 1.611 | 2.1162 |
Total Trades | 385 | 192 | 193 | 385 | 192 | 193 |
Winning Trades | 315 | 159 | 156 | 315 | 159 | 156 |
Losing Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Profitability (%) | 81.8182 | 82.8125 | 80.829 | 81.8182 | 82.8125 | 80.829 |
Ratio Avg Win / Avg Loss | 0.399 | 0.3799 | 0.4177 | 0.4062 | 0.3344 | 0.5019 |
Largest Winning Trade | 4855 | 3677 | 4855 | 13039 | 12278 | 13039 |
Largest Losing Trade | -21200 | -21200 | -20498 | -72250 | -72250 | -32885 |
Avg Bars in Trades | 28 | 26 | 29 | 28 | 26 | 29 |
Avg Bars in Winners | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Losers | 85 | 76 | 92 | 85 | 76 | 92 |
Bars Traded | 10815 | 5130 | 5685 | 10815 | 5130 | 5685 |
Profit Streak | 602.5674 | 611.4008 | 602.5674 | 602.5674 | 611.4008 | 602.5674 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 574269 | 503699 | 249544 | 559636 | 480050 | 482224 |
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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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