Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310744.3173 | 253797.0147 | 56947.3026 | 464255.003 | 255802.0161 | 208452.9869 |
Total P&L (%) | 310.7443 | 253.797 | 56.9473 | 464.255 | 255.802 | 208.453 |
Avg Daily Profit (%) | 0.2072 | 0.1692 | 0.038 | 0.1154 | 0.0846 | 0.0751 |
Buy And Hold Return (%) | 83.2922 | 83.2922 | 83.2922 | 83.2922 | 83.2922 | 83.2922 |
Max Trade Drawdown | -113516 | -73797 | -59578 | -422260 | -269345 | -239549 |
Profit Factor | 1.2234 | 1.3961 | 1.0759 | 1.1052 | 1.1141 | 1.096 |
Total Trades | 1119 | 559 | 560 | 1119 | 559 | 560 |
Winning Trades | 806 | 421 | 385 | 806 | 421 | 385 |
Losing Trades | 313 | 138 | 175 | 313 | 138 | 175 |
Profitability (%) | 72.0286 | 75.3131 | 68.75 | 72.0286 | 75.3131 | 68.75 |
Ratio Avg Win / Avg Loss | 0.4751 | 0.4576 | 0.4891 | 0.4292 | 0.3652 | 0.4982 |
Largest Winning Trade | 16010 | 16010 | 12496 | 40017 | 40017 | 34258 |
Largest Losing Trade | -42684 | -42684 | -37063 | -202462 | -202462 | -112557 |
Avg Bars in Trades | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Winners | 8 | 8 | 9 | 8 | 8 | 9 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 17821 | 7971 | 9850 | 17821 | 7971 | 9850 |
Profit Streak | 601.2461 | 0 | 604.8295 | 601.2461 | 0 | 604.8295 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463781 | 346814 | -440965 | -136604 | -173307 | -207106 |
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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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