Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122289.709 | 62637.3343 | 59652.3747 | 197710.5913 | 71417.1668 | 126293.4245 |
Total P&L (%) | 122.2897 | 62.6373 | 59.6524 | 197.7106 | 71.4172 | 126.2934 |
Avg Daily Profit (%) | 0.2664 | 0.1364 | 0.1299 | 0.2379 | 0.1175 | 0.178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28248 | -21513 | -17846 | -90464 | -74916 | -25112 |
Profit Factor | 1.328 | 1.3293 | 1.3266 | 1.2977 | 1.1972 | 1.4185 |
Total Trades | 799 | 399 | 400 | 799 | 399 | 400 |
Winning Trades | 573 | 285 | 288 | 573 | 285 | 288 |
Losing Trades | 226 | 114 | 112 | 226 | 114 | 112 |
Profitability (%) | 71.7146 | 71.4286 | 72 | 71.7146 | 71.4286 | 72 |
Ratio Avg Win / Avg Loss | 0.5238 | 0.5317 | 0.5159 | 0.5119 | 0.4789 | 0.5516 |
Largest Winning Trade | 10667 | 4038 | 10667 | 32661 | 10210 | 32661 |
Largest Losing Trade | -20794 | -20794 | -16184 | -70460 | -70460 | -23022 |
Avg Bars in Trades | 13 | 11 | 15 | 13 | 11 | 15 |
Avg Bars in Winners | 8 | 7 | 8 | 8 | 7 | 8 |
Avg Bars in Losers | 28 | 21 | 34 | 28 | 21 | 34 |
Bars Traded | 10974 | 4603 | 6371 | 10974 | 4603 | 6371 |
Profit Streak | 595.9004 | 595.9004 | 598.817 | 595.9004 | 595.9004 | 598.817 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542196 | -7722 | -16364 | 526789 | -36737 | 427482 |
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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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