Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88045.0639 | 45365.8426 | 42679.2213 | 120777.8007 | 49281.7972 | 71496.0035 |
Total P&L (%) | 88.0451 | 45.3658 | 42.6792 | 120.7778 | 49.2818 | 71.496 |
Avg Daily Profit (%) | 0.1918 | 0.0988 | 0.093 | 0.1727 | 0.0873 | 0.1176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27336 | -13704 | -19910 | -31134 | -30779 | -23106 |
Profit Factor | 1.4903 | 1.5244 | 1.4585 | 1.5177 | 1.4085 | 1.6346 |
Total Trades | 611 | 305 | 306 | 611 | 305 | 306 |
Winning Trades | 458 | 226 | 232 | 458 | 226 | 232 |
Losing Trades | 153 | 79 | 74 | 153 | 79 | 74 |
Profitability (%) | 74.9591 | 74.0984 | 75.817 | 74.9591 | 74.0984 | 75.817 |
Ratio Avg Win / Avg Loss | 0.4978 | 0.5329 | 0.4652 | 0.507 | 0.4923 | 0.5214 |
Largest Winning Trade | 10667 | 3797 | 10667 | 21648 | 5069 | 21648 |
Largest Losing Trade | -18643 | -13704 | -18643 | -30779 | -30779 | -20826 |
Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Winners | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Losers | 48 | 45 | 51 | 48 | 45 | 51 |
Bars Traded | 10849 | 5164 | 5685 | 10849 | 5164 | 5685 |
Profit Streak | 605.8683 | 605.8683 | 605.9099 | 605.8683 | 605.8683 | 605.9099 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534748 | -58091 | -66211 | 534896 | -74070 | -30500 |
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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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