Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85060.3657 | 44123.9244 | 40936.4412 | 107299.1895 | 39417.5806 | 67881.6089 |
Total P&L (%) | 85.0604 | 44.1239 | 40.9364 | 107.2992 | 39.4176 | 67.8816 |
Avg Daily Profit (%) | 0.1853 | 0.0961 | 0.0892 | 0.1589 | 0.0724 | 0.1129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26354 | -25180 | -23096 | -65602 | -62360 | -23021 |
Profit Factor | 1.4737 | 1.4871 | 1.46 | 1.4312 | 1.2787 | 1.632 |
Total Trades | 442 | 221 | 221 | 442 | 221 | 221 |
Winning Trades | 337 | 170 | 167 | 337 | 170 | 167 |
Losing Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Profitability (%) | 76.2443 | 76.9231 | 75.5656 | 76.2443 | 76.9231 | 75.5656 |
Ratio Avg Win / Avg Loss | 0.4592 | 0.4461 | 0.4721 | 0.4459 | 0.3836 | 0.5277 |
Largest Winning Trade | 6968 | 4724 | 6968 | 8779 | 8779 | 6480 |
Largest Losing Trade | -25180 | -25180 | -19067 | -62360 | -62360 | -20816 |
Avg Bars in Trades | 24 | 21 | 26 | 24 | 21 | 26 |
Avg Bars in Winners | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Losers | 60 | 54 | 65 | 60 | 54 | 65 |
Bars Traded | 10694 | 4837 | 5857 | 10694 | 4837 | 5857 |
Profit Streak | 607.8837 | 607.8837 | 618.6753 | 607.8837 | 607.8837 | 618.6753 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488346 | -62109 | -71878 | 470886 | -95682 | -37301 |
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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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