Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111226.636 | 57034.5897 | 54192.0463 | 166826.8872 | 59370.1825 | 107456.7047 |
Total P&L (%) | 111.2266 | 57.0346 | 54.192 | 166.8269 | 59.3702 | 107.4567 |
Avg Daily Profit (%) | 0.2423 | 0.1242 | 0.118 | 0.214 | 0.1016 | 0.1591 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28248 | -21247 | -18475 | -80476 | -66018 | -21764 |
Profit Factor | 1.2951 | 1.2944 | 1.2958 | 1.2759 | 1.1795 | 1.3921 |
Total Trades | 837 | 418 | 419 | 837 | 418 | 419 |
Winning Trades | 593 | 294 | 299 | 593 | 294 | 299 |
Losing Trades | 244 | 124 | 120 | 244 | 124 | 120 |
Profitability (%) | 70.8483 | 70.3349 | 71.3604 | 70.8483 | 70.3349 | 71.3604 |
Ratio Avg Win / Avg Loss | 0.5329 | 0.5459 | 0.5201 | 0.525 | 0.4975 | 0.5587 |
Largest Winning Trade | 10667 | 3850 | 10667 | 29055 | 9097 | 29055 |
Largest Losing Trade | -20794 | -20794 | -16605 | -62681 | -62681 | -20264 |
Avg Bars in Trades | 13 | 11 | 15 | 13 | 11 | 15 |
Avg Bars in Winners | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Losers | 25 | 20 | 32 | 25 | 20 | 32 |
Bars Traded | 10974 | 4613 | 6361 | 10974 | 4613 | 6361 |
Profit Streak | 587.1589 | 587.1589 | 590.0756 | 587.1589 | 587.1589 | 590.0756 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530652 | -24623 | -32758 | 517729 | -78057 | 416447 |
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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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