Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106240.923 | 55720.2331 | 50520.6899 | 154769.4536 | 56345.8228 | 98423.6308 |
Total P&L (%) | 106.2409 | 55.7202 | 50.5207 | 154.7695 | 56.3458 | 98.4236 |
Avg Daily Profit (%) | 0.2314 | 0.1214 | 0.11 | 0.2039 | 0.0974 | 0.1494 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29148 | -28739 | -23286 | -94048 | -92705 | -31443 |
Profit Factor | 1.5285 | 1.5561 | 1.501 | 1.4134 | 1.2685 | 1.5984 |
Total Trades | 597 | 298 | 299 | 597 | 298 | 299 |
Winning Trades | 456 | 234 | 222 | 456 | 234 | 222 |
Losing Trades | 141 | 64 | 77 | 141 | 64 | 77 |
Profitability (%) | 76.3819 | 78.5235 | 74.2475 | 76.3819 | 78.5235 | 74.2475 |
Ratio Avg Win / Avg Loss | 0.4726 | 0.4256 | 0.5206 | 0.4371 | 0.3469 | 0.5544 |
Largest Winning Trade | 8537 | 4249 | 8537 | 14670 | 8929 | 14670 |
Largest Losing Trade | -28739 | -28739 | -18932 | -92705 | -92705 | -30994 |
Avg Bars in Trades | 18 | 15 | 20 | 18 | 15 | 20 |
Avg Bars in Winners | 10 | 9 | 11 | 10 | 9 | 11 |
Avg Bars in Losers | 42 | 37 | 46 | 42 | 37 | 46 |
Bars Traded | 10819 | 4715 | 6104 | 10819 | 4715 | 6104 |
Profit Streak | 600.611 | 0 | 600.6527 | 600.611 | 0 | 600.6527 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531182 | -27452 | -43480 | 497409 | -61419 | 390517 |
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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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