Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85546.3464 | 43692.6498 | 41853.6966 | 115256.5067 | 45603.8304 | 69652.6763 |
Total P&L (%) | 85.5463 | 43.6927 | 41.8537 | 115.2565 | 45.6038 | 69.6527 |
Avg Daily Profit (%) | 0.1863 | 0.0952 | 0.0912 | 0.1671 | 0.0819 | 0.1152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27264 | -13758 | -19487 | -31028 | -30548 | -21548 |
Profit Factor | 1.4712 | 1.4941 | 1.4493 | 1.4928 | 1.3716 | 1.6266 |
Total Trades | 614 | 307 | 307 | 614 | 307 | 307 |
Winning Trades | 460 | 229 | 231 | 460 | 229 | 231 |
Losing Trades | 154 | 78 | 76 | 154 | 78 | 76 |
Profitability (%) | 74.9186 | 74.5928 | 75.2443 | 74.9186 | 74.5928 | 75.2443 |
Ratio Avg Win / Avg Loss | 0.4925 | 0.5089 | 0.4768 | 0.4998 | 0.4672 | 0.5352 |
Largest Winning Trade | 10667 | 3797 | 10667 | 21485 | 4985 | 21485 |
Largest Losing Trade | -18643 | -13704 | -18643 | -30548 | -30548 | -20769 |
Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Winners | 7 | 6 | 8 | 7 | 6 | 8 |
Avg Bars in Losers | 46 | 45 | 48 | 46 | 45 | 48 |
Bars Traded | 10691 | 5130 | 5561 | 10691 | 5130 | 5561 |
Profit Streak | 597.7409 | 597.7409 | 597.7826 | 597.7409 | 597.7409 | 597.7826 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529255 | -63211 | -68806 | 528107 | -81522 | -33750 |
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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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