Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104543.2929 | 55785.5319 | 48757.761 | 150898.3669 | 55056.2366 | 95842.1303 |
Total P&L (%) | 104.5433 | 55.7855 | 48.7578 | 150.8984 | 55.0562 | 95.8421 |
Avg Daily Profit (%) | 0.2277 | 0.1215 | 0.1062 | 0.2006 | 0.0956 | 0.1465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30071 | -23469 | -18610 | -80962 | -66775 | -21070 |
Profit Factor | 1.2407 | 1.2609 | 1.2211 | 1.223 | 1.1574 | 1.293 |
Total Trades | 1083 | 541 | 542 | 1083 | 541 | 542 |
Winning Trades | 745 | 386 | 359 | 745 | 386 | 359 |
Losing Trades | 338 | 155 | 183 | 338 | 155 | 183 |
Profitability (%) | 68.7904 | 71.3494 | 66.2362 | 68.7904 | 71.3494 | 66.2362 |
Ratio Avg Win / Avg Loss | 0.5629 | 0.5063 | 0.6225 | 0.5548 | 0.4648 | 0.6591 |
Largest Winning Trade | 10667 | 3833 | 10667 | 27737 | 8109 | 27737 |
Largest Losing Trade | -20794 | -20794 | -8733 | -59837 | -59837 | -19905 |
Avg Bars in Trades | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Winners | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 10895 | 5081 | 5814 | 10895 | 5081 | 5814 |
Profit Streak | 595.8665 | 595.8665 | 598.7832 | 595.8665 | 595.8665 | 598.7832 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544184 | -27766 | -49410 | 531928 | -109870 | 223847 |
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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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