Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96964.9385 | 50495.2812 | 46469.6573 | 131314.8587 | 49771.0121 | 81543.8465 |
Total P&L (%) | 96.9649 | 50.4953 | 46.4697 | 131.3149 | 49.771 | 81.5438 |
Avg Daily Profit (%) | 0.2112 | 0.11 | 0.1012 | 0.1828 | 0.088 | 0.13 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28174 | -27237 | -22915 | -77666 | -74824 | -30759 |
Profit Factor | 1.5408 | 1.5674 | 1.5145 | 1.4458 | 1.3048 | 1.6212 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 288 | 142 | 146 | 288 | 142 | 146 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 75 | 73.9583 | 76.0417 | 75 | 73.9583 | 76.0417 |
Ratio Avg Win / Avg Loss | 0.5136 | 0.5519 | 0.4772 | 0.4819 | 0.4594 | 0.5108 |
Largest Winning Trade | 8471 | 8471 | 6600 | 17416 | 17416 | 12531 |
Largest Losing Trade | -27237 | -27237 | -19106 | -74824 | -74824 | -29147 |
Avg Bars in Trades | 27 | 27 | 28 | 27 | 27 | 28 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 64 | 64 | 65 | 64 | 64 | 65 |
Bars Traded | 10695 | 5200 | 5495 | 10695 | 5200 | 5495 |
Profit Streak | 599.8215 | 599.8215 | 607.3215 | 599.8215 | 599.8215 | 607.3215 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493194 | -43747 | -55056 | 463573 | -74692 | -14502 |
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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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