Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119317.9195 | 59431.1892 | 59886.7302 | 196755.4002 | 81312.5726 | 115442.8276 |
Total P&L (%) | 119.3179 | 59.4312 | 59.8867 | 196.7554 | 81.3126 | 115.4428 |
Avg Daily Profit (%) | 0.2599 | 0.1295 | 0.1304 | 0.2372 | 0.1297 | 0.1673 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23940 | -13240 | -21843 | -34442 | -30694 | -29670 |
Profit Factor | 1.6009 | 1.6927 | 1.5311 | 1.6528 | 1.5675 | 1.7301 |
Total Trades | 341 | 170 | 171 | 341 | 170 | 171 |
Winning Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Losing Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Profitability (%) | 73.3138 | 73.5294 | 73.0994 | 73.3138 | 73.5294 | 73.0994 |
Ratio Avg Win / Avg Loss | 0.5827 | 0.6094 | 0.5634 | 0.6016 | 0.5643 | 0.6367 |
Largest Winning Trade | 13806 | 5419 | 13806 | 32472 | 13578 | 32472 |
Largest Losing Trade | -20892 | -11467 | -20892 | -30694 | -30694 | -29670 |
Avg Bars in Trades | 32 | 30 | 33 | 32 | 30 | 33 |
Avg Bars in Winners | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Losers | 69 | 61 | 77 | 69 | 61 | 77 |
Bars Traded | 10914 | 5122 | 5792 | 10914 | 5122 | 5792 |
Profit Streak | 598.7952 | 0 | 602.0035 | 598.7952 | 0 | 602.0035 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468327 | -17851 | -16191 | 464948 | -17198 | 409370 |
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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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