Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109991.1478 | 55334.8072 | 54656.3406 | 169529.2014 | 64976.1502 | 104553.0511 |
Total P&L (%) | 109.9911 | 55.3348 | 54.6563 | 169.5292 | 64.9762 | 104.5531 |
Avg Daily Profit (%) | 0.2396 | 0.1205 | 0.1191 | 0.2162 | 0.1091 | 0.156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21437 | -22665 | -18081 | -44915 | -58426 | -22972 |
Profit Factor | 1.3088 | 1.2962 | 1.3226 | 1.3103 | 1.2158 | 1.4263 |
Total Trades | 733 | 366 | 367 | 733 | 366 | 367 |
Winning Trades | 509 | 254 | 255 | 509 | 254 | 255 |
Losing Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Profitability (%) | 69.4407 | 69.3989 | 69.4823 | 69.4407 | 69.3989 | 69.4823 |
Ratio Avg Win / Avg Loss | 0.576 | 0.5716 | 0.5809 | 0.5766 | 0.5361 | 0.6264 |
Largest Winning Trade | 10667 | 4038 | 10667 | 24281 | 8491 | 24281 |
Largest Losing Trade | -16184 | -7484 | -16184 | -19978 | -18274 | -19978 |
Avg Bars in Trades | 14 | 13 | 16 | 14 | 13 | 16 |
Avg Bars in Winners | 9 | 8 | 9 | 9 | 8 | 9 |
Avg Bars in Losers | 28 | 25 | 31 | 28 | 25 | 31 |
Bars Traded | 10974 | 4983 | 5991 | 10974 | 4983 | 5991 |
Profit Streak | 598.3223 | 598.3223 | 601.2389 | 598.3223 | 598.3223 | 601.2389 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506714 | -30056 | -31731 | 499858 | -45414 | 404458 |
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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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