Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103455.6636 | 55249.1873 | 48206.4763 | 148395.6315 | 63658.2729 | 84737.3586 |
Total P&L (%) | 103.4557 | 55.2492 | 48.2065 | 148.3956 | 63.6583 | 84.7374 |
Avg Daily Profit (%) | 0.2254 | 0.1203 | 0.105 | 0.1984 | 0.1074 | 0.1338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33984 | -27772 | -20791 | -80542 | -69003 | -29094 |
Profit Factor | 1.4689 | 1.5001 | 1.4376 | 1.4314 | 1.3374 | 1.5457 |
Total Trades | 619 | 309 | 310 | 619 | 309 | 310 |
Winning Trades | 424 | 216 | 208 | 424 | 216 | 208 |
Losing Trades | 195 | 93 | 102 | 195 | 93 | 102 |
Profitability (%) | 68.4976 | 69.9029 | 67.0968 | 68.4976 | 69.9029 | 67.0968 |
Ratio Avg Win / Avg Loss | 0.6756 | 0.6459 | 0.705 | 0.6583 | 0.5758 | 0.758 |
Largest Winning Trade | 5232 | 5232 | 4744 | 10530 | 10530 | 6798 |
Largest Losing Trade | -27057 | -27057 | -20791 | -67498 | -67498 | -29094 |
Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Winners | 9 | 10 | 9 | 9 | 10 | 9 |
Avg Bars in Losers | 33 | 31 | 36 | 33 | 31 | 36 |
Bars Traded | 10816 | 5154 | 5662 | 10816 | 5154 | 5662 |
Profit Streak | 604.0867 | 609.6283 | 604.0867 | 604.0867 | 609.6283 | 604.0867 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497043 | -29199 | -51375 | 480500 | -46948 | -11130 |
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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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