Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108720.0818 | 54979.7971 | 53740.2847 | 164111.8401 | 63090.2176 | 101021.6225 |
Total P&L (%) | 108.7201 | 54.9798 | 53.7403 | 164.1118 | 63.0902 | 101.0216 |
Avg Daily Profit (%) | 0.2368 | 0.1198 | 0.1171 | 0.2118 | 0.1066 | 0.1522 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29353 | -17435 | -25019 | -33339 | -33339 | -26148 |
Profit Factor | 1.3331 | 1.3374 | 1.3288 | 1.4107 | 1.2932 | 1.5477 |
Total Trades | 705 | 352 | 353 | 705 | 352 | 353 |
Winning Trades | 478 | 246 | 232 | 478 | 246 | 232 |
Losing Trades | 227 | 106 | 121 | 227 | 106 | 121 |
Profitability (%) | 67.8014 | 69.8864 | 65.7224 | 67.8014 | 69.8864 | 65.7224 |
Ratio Avg Win / Avg Loss | 0.6331 | 0.5763 | 0.693 | 0.6699 | 0.5572 | 0.8072 |
Largest Winning Trade | 11042 | 4038 | 11042 | 24191 | 8264 | 24191 |
Largest Losing Trade | -20813 | -13704 | -20813 | -33339 | -33339 | -20658 |
Avg Bars in Trades | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Winners | 8 | 8 | 9 | 8 | 8 | 9 |
Avg Bars in Losers | 30 | 27 | 32 | 30 | 27 | 32 |
Bars Traded | 10962 | 4870 | 6092 | 10962 | 4870 | 6092 |
Profit Streak | 587.0745 | 587.0745 | 590.1995 | 587.0745 | 587.0745 | 590.1995 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498307 | -30868 | -34974 | 507677 | -48419 | 409857 |
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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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