Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95003.5702 | 51243.059 | 43760.5113 | 116418.2231 | 33966.4155 | 82451.8076 |
Total P&L (%) | 95.0036 | 51.2431 | 43.7605 | 116.4182 | 33.9664 | 82.4518 |
Avg Daily Profit (%) | 0.2069 | 0.1116 | 0.0953 | 0.1683 | 0.0637 | 0.1311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47041 | -29769 | -18531 | -126858 | -93380 | -38594 |
Profit Factor | 1.2224 | 1.232 | 1.2122 | 1.1641 | 1.0869 | 1.2588 |
Total Trades | 809 | 404 | 405 | 809 | 404 | 405 |
Winning Trades | 572 | 290 | 282 | 572 | 290 | 282 |
Losing Trades | 237 | 114 | 123 | 237 | 114 | 123 |
Profitability (%) | 70.7046 | 71.7822 | 69.6296 | 70.7046 | 71.7822 | 69.6296 |
Ratio Avg Win / Avg Loss | 0.5065 | 0.4843 | 0.5287 | 0.4823 | 0.4273 | 0.549 |
Largest Winning Trade | 10667 | 4038 | 10667 | 29589 | 9846 | 29589 |
Largest Losing Trade | -29167 | -29167 | -16184 | -89536 | -89536 | -24088 |
Avg Bars in Trades | 13 | 10 | 16 | 13 | 10 | 16 |
Avg Bars in Winners | 8 | 7 | 9 | 8 | 7 | 9 |
Avg Bars in Losers | 26 | 19 | 32 | 26 | 19 | 32 |
Bars Traded | 10974 | 4428 | 6545 | 10974 | 4428 | 6545 |
Profit Streak | 604.607 | 604.607 | 607.357 | 604.607 | 604.607 | 607.357 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497840 | -42098 | -64699 | -26123 | -232349 | -14864 |
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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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