Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121177.636 | 61236.6283 | 59941.0077 | 199566.8757 | 77345.7199 | 122221.1557 |
Total P&L (%) | 121.1776 | 61.2366 | 59.941 | 199.5669 | 77.3457 | 122.2212 |
Avg Daily Profit (%) | 0.264 | 0.1334 | 0.1306 | 0.2393 | 0.1249 | 0.1741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20740 | -19317 | -17846 | -40419 | -57898 | -26353 |
Profit Factor | 1.3411 | 1.3302 | 1.3531 | 1.3332 | 1.2338 | 1.4557 |
Total Trades | 731 | 365 | 366 | 731 | 365 | 366 |
Winning Trades | 516 | 256 | 260 | 516 | 256 | 260 |
Losing Trades | 215 | 109 | 106 | 215 | 109 | 106 |
Profitability (%) | 70.5882 | 70.137 | 71.0383 | 70.5882 | 70.137 | 71.0383 |
Ratio Avg Win / Avg Loss | 0.5588 | 0.5664 | 0.5517 | 0.5555 | 0.5253 | 0.5935 |
Largest Winning Trade | 10667 | 4038 | 10667 | 28590 | 9437 | 28590 |
Largest Losing Trade | -16184 | -13501 | -16184 | -40047 | -40047 | -22539 |
Avg Bars in Trades | 15 | 13 | 16 | 15 | 13 | 16 |
Avg Bars in Winners | 8 | 8 | 9 | 8 | 8 | 9 |
Avg Bars in Losers | 29 | 25 | 34 | 29 | 25 | 34 |
Bars Traded | 10974 | 4867 | 6107 | 10974 | 4867 | 6107 |
Profit Streak | 593.9058 | 593.9058 | 596.8224 | 593.9058 | 593.9058 | 596.8224 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526316 | -12223 | -15646 | 516968 | -23854 | 423566 |
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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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