Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75070.7615 | 36604.716 | 38466.0455 | 91577.0369 | 32847.4628 | 58729.5741 |
Total P&L (%) | 75.0708 | 36.6047 | 38.466 | 91.577 | 32.8475 | 58.7296 |
Avg Daily Profit (%) | 0.1635 | 0.0797 | 0.0838 | 0.1417 | 0.0619 | 0.1007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24937 | -15125 | -26175 | -27707 | -28617 | -25413 |
Profit Factor | 1.3174 | 1.3361 | 1.3015 | 1.3353 | 1.2447 | 1.4229 |
Total Trades | 469 | 234 | 235 | 469 | 234 | 235 |
Winning Trades | 351 | 176 | 175 | 351 | 176 | 175 |
Losing Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Profitability (%) | 74.8401 | 75.2137 | 74.4681 | 74.8401 | 75.2137 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.4429 | 0.4403 | 0.4462 | 0.4489 | 0.4102 | 0.4879 |
Largest Winning Trade | 10989 | 4444 | 10989 | 18812 | 7620 | 18812 |
Largest Losing Trade | -19655 | -14582 | -19655 | -27707 | -27707 | -21053 |
Avg Bars in Trades | 23 | 21 | 24 | 23 | 21 | 24 |
Avg Bars in Winners | 11 | 11 | 10 | 11 | 11 | 10 |
Avg Bars in Losers | 59 | 52 | 66 | 59 | 52 | 66 |
Bars Traded | 10918 | 5111 | 5807 | 10918 | 5111 | 5807 |
Profit Streak | 594.8338 | 0 | 598.4588 | 594.8338 | 0 | 598.4588 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417612 | -86651 | -80311 | 19664 | -111615 | -55421 |
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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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