Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93282.2773 | 46136.8917 | 47145.3856 | 131925.7919 | 51383.4658 | 80542.3261 |
Total P&L (%) | 93.2823 | 46.1369 | 47.1454 | 131.9258 | 51.3835 | 80.5423 |
Avg Daily Profit (%) | 0.2032 | 0.1005 | 0.1027 | 0.1834 | 0.0904 | 0.1288 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20426 | -16188 | -20582 | -32929 | -32971 | -26432 |
Profit Factor | 1.4397 | 1.4518 | 1.4284 | 1.4482 | 1.3381 | 1.5658 |
Total Trades | 720 | 360 | 360 | 720 | 360 | 360 |
Winning Trades | 517 | 267 | 250 | 517 | 267 | 250 |
Losing Trades | 203 | 93 | 110 | 203 | 93 | 110 |
Profitability (%) | 71.8056 | 74.1667 | 69.4444 | 71.8056 | 74.1667 | 69.4444 |
Ratio Avg Win / Avg Loss | 0.5653 | 0.5057 | 0.6285 | 0.5686 | 0.4661 | 0.689 |
Largest Winning Trade | 11042 | 3797 | 11042 | 23661 | 5478 | 23661 |
Largest Losing Trade | -17558 | -13839 | -17558 | -32929 | -32929 | -24311 |
Avg Bars in Trades | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
Bars Traded | 10943 | 5204 | 5739 | 10943 | 5204 | 5739 |
Profit Streak | 599.5914 | 0 | 603.7164 | 599.5914 | 0 | 603.7164 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504706 | -56889 | -53538 | 500501 | -70942 | -16339 |
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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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