Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127035.0653 | 60422.4179 | 66612.6474 | 225677.5417 | 77854.8666 | 147822.6751 |
Total P&L (%) | 127.0351 | 60.4224 | 66.6126 | 225.6775 | 77.8549 | 147.8227 |
Avg Daily Profit (%) | 0.2767 | 0.1316 | 0.1451 | 0.2575 | 0.1255 | 0.1979 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18378 | -15595 | -17710 | -59155 | -59155 | -20531 |
Profit Factor | 1.9268 | 1.7634 | 2.1502 | 1.8478 | 1.4579 | 2.5371 |
Total Trades | 418 | 209 | 209 | 418 | 209 | 209 |
Winning Trades | 300 | 147 | 153 | 300 | 147 | 153 |
Losing Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Profitability (%) | 71.7703 | 70.3349 | 73.2057 | 71.7703 | 70.3349 | 73.2057 |
Ratio Avg Win / Avg Loss | 0.7579 | 0.7437 | 0.787 | 0.7268 | 0.6149 | 0.9286 |
Largest Winning Trade | 20714 | 20714 | 10667 | 36563 | 30037 | 36563 |
Largest Losing Trade | -17379 | -15595 | -17379 | -59155 | -59155 | -18000 |
Avg Bars in Trades | 25 | 24 | 25 | 25 | 24 | 25 |
Avg Bars in Winners | 15 | 13 | 16 | 15 | 13 | 16 |
Avg Bars in Losers | 50 | 49 | 51 | 50 | 49 | 51 |
Bars Traded | 10487 | 5094 | 5393 | 10487 | 5094 | 5393 |
Profit Streak | 599.7361 | 0 | 612.8611 | 599.7361 | 0 | 612.8611 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513404 | -14703 | 222799 | 502011 | -23399 | 507741 |
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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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