Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81256.0318 | 41126.2695 | 40129.7624 | 102910.1943 | 41138.5659 | 61771.6283 |
Total P&L (%) | 81.256 | 41.1263 | 40.1298 | 102.9102 | 41.1386 | 61.7716 |
Avg Daily Profit (%) | 0.177 | 0.0896 | 0.0874 | 0.1543 | 0.0751 | 0.1048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33255 | -17421 | -26540 | -35264 | -35518 | -27647 |
Profit Factor | 1.3096 | 1.3327 | 1.289 | 1.3315 | 1.2658 | 1.397 |
Total Trades | 787 | 393 | 394 | 787 | 393 | 394 |
Winning Trades | 542 | 271 | 271 | 542 | 271 | 271 |
Losing Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Profitability (%) | 68.8691 | 68.9567 | 68.7817 | 68.8691 | 68.9567 | 68.7817 |
Ratio Avg Win / Avg Loss | 0.592 | 0.6 | 0.5851 | 0.6019 | 0.5698 | 0.6341 |
Largest Winning Trade | 11042 | 3797 | 11042 | 20290 | 6406 | 20290 |
Largest Losing Trade | -20307 | -17283 | -20307 | -35264 | -35264 | -20877 |
Avg Bars in Trades | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 10916 | 5138 | 5778 | 10916 | 5138 | 5778 |
Profit Streak | 590.2121 | 590.2121 | 593.8371 | 590.2121 | 590.2121 | 593.8371 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493924 | -72535 | -75281 | 491756 | -92553 | -49732 |
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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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