Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69578.5109 | 32627.8298 | 36950.6811 | 81935.5376 | 32550.2824 | 49385.2552 |
Total P&L (%) | 69.5785 | 32.6278 | 36.9507 | 81.9355 | 32.5503 | 49.3853 |
Avg Daily Profit (%) | 0.1516 | 0.0711 | 0.0805 | 0.1305 | 0.0614 | 0.0875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23061 | -19044 | -22332 | -45981 | -41041 | -43652 |
Profit Factor | 1.2983 | 1.3533 | 1.2623 | 1.2194 | 1.2144 | 1.2228 |
Total Trades | 596 | 298 | 298 | 596 | 298 | 298 |
Winning Trades | 383 | 195 | 188 | 383 | 195 | 188 |
Losing Trades | 213 | 103 | 110 | 213 | 103 | 110 |
Profitability (%) | 64.2617 | 65.4362 | 63.0872 | 64.2617 | 65.4362 | 63.0872 |
Ratio Avg Win / Avg Loss | 0.722 | 0.7148 | 0.7386 | 0.6782 | 0.6415 | 0.7155 |
Largest Winning Trade | 13806 | 6152 | 13806 | 25166 | 11157 | 25166 |
Largest Losing Trade | -19127 | -12657 | -19127 | -38501 | -26256 | -38501 |
Avg Bars in Trades | 18 | 11 | 24 | 18 | 11 | 24 |
Avg Bars in Winners | 10 | 6 | 13 | 10 | 6 | 13 |
Avg Bars in Losers | 32 | 20 | 43 | 32 | 20 | 43 |
Bars Traded | 10771 | 3405 | 7367 | 10771 | 3405 | 7367 |
Profit Streak | 598.236 | 598.236 | 600.3194 | 598.236 | 598.236 | 600.3194 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410215 | -99077 | -86623 | -15138 | -112828 | -76457 |
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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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