Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82935.555 | 41119.837 | 41815.718 | 108545.8364 | 39186.296 | 69359.5404 |
Total P&L (%) | 82.9356 | 41.1198 | 41.8157 | 108.5458 | 39.1863 | 69.3595 |
Avg Daily Profit (%) | 0.1807 | 0.0896 | 0.0911 | 0.1602 | 0.072 | 0.1148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25996 | -21469 | -20300 | -37521 | -46124 | -23287 |
Profit Factor | 1.4294 | 1.4579 | 1.4047 | 1.4243 | 1.3 | 1.5538 |
Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Winning Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Losing Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Profitability (%) | 69.6078 | 69.6078 | 69.6078 | 69.6078 | 69.6078 | 69.6078 |
Ratio Avg Win / Avg Loss | 0.6241 | 0.6365 | 0.6133 | 0.6219 | 0.5676 | 0.6784 |
Largest Winning Trade | 11042 | 6922 | 11042 | 21815 | 12929 | 21815 |
Largest Losing Trade | -18637 | -13366 | -18637 | -29323 | -29323 | -21527 |
Avg Bars in Trades | 26 | 24 | 27 | 26 | 24 | 27 |
Avg Bars in Winners | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Losers | 54 | 53 | 56 | 54 | 53 | 56 |
Bars Traded | 10694 | 5098 | 5596 | 10694 | 5098 | 5596 |
Profit Streak | 605.8928 | 605.8928 | 613.7678 | 605.8928 | 605.8928 | 613.7678 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439829 | -72595 | -70396 | 432403 | -97092 | -35809 |
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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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