Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78240.6637 | 34551.6108 | 43689.0529 | 94870.0687 | 29685.2043 | 65184.8644 |
Total P&L (%) | 78.2407 | 34.5516 | 43.6891 | 94.8701 | 29.6852 | 65.1849 |
Avg Daily Profit (%) | 0.1704 | 0.0753 | 0.0952 | 0.1454 | 0.0566 | 0.1094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32084 | -19369 | -18340 | -44512 | -28318 | -24315 |
Profit Factor | 1.2923 | 1.2767 | 1.3058 | 1.2752 | 1.1773 | 1.3675 |
Total Trades | 396 | 198 | 198 | 396 | 198 | 198 |
Winning Trades | 247 | 130 | 117 | 247 | 130 | 117 |
Losing Trades | 149 | 68 | 81 | 149 | 68 | 81 |
Profitability (%) | 62.3737 | 65.6566 | 59.0909 | 62.3737 | 65.6566 | 59.0909 |
Ratio Avg Win / Avg Loss | 0.7795 | 0.6678 | 0.904 | 0.7692 | 0.6158 | 0.9467 |
Largest Winning Trade | 10667 | 6988 | 10667 | 18773 | 7926 | 18773 |
Largest Losing Trade | -12286 | -12286 | -10883 | -23929 | -23929 | -12245 |
Avg Bars in Trades | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 42 | 40 | 43 | 42 | 40 | 43 |
Bars Traded | 10849 | 5185 | 5664 | 10849 | 5185 | 5664 |
Profit Streak | 594.1779 | 0 | 597.3446 | 594.1779 | 0 | 597.3446 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342308 | -94863 | -67602 | 112998 | -145545 | -46693 |
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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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