Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93874.2036 | 47527.8569 | 46346.3468 | 127696.9294 | 47504.6573 | 80192.2721 |
Total P&L (%) | 93.8742 | 47.5279 | 46.3463 | 127.6969 | 47.5047 | 80.1923 |
Avg Daily Profit (%) | 0.2045 | 0.1035 | 0.101 | 0.1794 | 0.0847 | 0.1284 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25962 | -25962 | -19910 | -67235 | -67235 | -26287 |
Profit Factor | 1.4509 | 1.4438 | 1.4584 | 1.4065 | 1.264 | 1.5976 |
Total Trades | 488 | 244 | 244 | 488 | 244 | 244 |
Winning Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Losing Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Profitability (%) | 79.918 | 79.918 | 79.918 | 79.918 | 79.918 | 79.918 |
Ratio Avg Win / Avg Loss | 0.3646 | 0.3628 | 0.3665 | 0.3534 | 0.3176 | 0.4014 |
Largest Winning Trade | 3735 | 3735 | 3470 | 6485 | 6485 | 6341 |
Largest Losing Trade | -25962 | -25962 | -19710 | -67235 | -67235 | -26024 |
Avg Bars in Trades | 22 | 20 | 23 | 22 | 20 | 23 |
Avg Bars in Winners | 10 | 10 | 11 | 10 | 10 | 11 |
Avg Bars in Losers | 66 | 63 | 69 | 66 | 63 | 69 |
Bars Traded | 10758 | 5106 | 5652 | 10758 | 5106 | 5652 |
Profit Streak | 598.0277 | 598.0277 | 601.6527 | 598.0277 | 598.0277 | 601.6527 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523842 | -52052 | -54715 | 496362 | -78531 | -15957 |
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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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