Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75783.4844 | 40124.6598 | 35658.8246 | 89604.2234 | 35490.2202 | 54114.0031 |
Total P&L (%) | 75.7835 | 40.1247 | 35.6588 | 89.6042 | 35.4902 | 54.114 |
Avg Daily Profit (%) | 0.1651 | 0.0874 | 0.0777 | 0.1395 | 0.0662 | 0.0943 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26096 | -26096 | -20351 | -61572 | -61572 | -29071 |
Profit Factor | 1.3877 | 1.39 | 1.3851 | 1.3039 | 1.2117 | 1.4253 |
Total Trades | 548 | 274 | 274 | 548 | 274 | 274 |
Winning Trades | 407 | 209 | 198 | 407 | 209 | 198 |
Losing Trades | 141 | 65 | 76 | 141 | 65 | 76 |
Profitability (%) | 74.2701 | 76.2774 | 72.2628 | 74.2701 | 76.2774 | 72.2628 |
Ratio Avg Win / Avg Loss | 0.4807 | 0.4323 | 0.5316 | 0.4517 | 0.3768 | 0.5471 |
Largest Winning Trade | 4084 | 3797 | 4084 | 6562 | 6562 | 5379 |
Largest Losing Trade | -26096 | -26096 | -20351 | -61572 | -61572 | -29071 |
Avg Bars in Trades | 19 | 18 | 20 | 19 | 18 | 20 |
Avg Bars in Winners | 9 | 9 | 10 | 9 | 9 | 10 |
Avg Bars in Losers | 47 | 47 | 47 | 47 | 47 | 47 |
Bars Traded | 10692 | 5079 | 5613 | 10692 | 5079 | 5613 |
Profit Streak | 592.1284 | 596.0867 | 592.1284 | 592.1284 | 596.0867 | 592.1284 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484232 | -74480 | -88772 | -1526 | -104553 | -65143 |
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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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