Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374627.0263 | 279201.8646 | 95425.1617 | 1115247.8963 | 605674.6293 | 509573.2671 |
Total P&L (%) | 374.627 | 279.2019 | 95.4252 | 1115.2479 | 605.6746 | 509.5733 |
Avg Daily Profit (%) | 0.2498 | 0.1861 | 0.0636 | 0.1666 | 0.1304 | 0.1206 |
Buy And Hold Return (%) | 82.139 | 82.139 | 82.139 | 82.139 | 82.139 | 82.139 |
Max Trade Drawdown | -93922 | -55804 | -75927 | -557539 | -371824 | -285462 |
Profit Factor | 1.2765 | 1.4604 | 1.1275 | 1.2043 | 1.2271 | 1.1826 |
Total Trades | 1299 | 649 | 650 | 1299 | 649 | 650 |
Winning Trades | 975 | 503 | 472 | 975 | 503 | 472 |
Losing Trades | 324 | 146 | 178 | 324 | 146 | 178 |
Profitability (%) | 75.0577 | 77.5039 | 72.6154 | 75.0577 | 77.5039 | 72.6154 |
Ratio Avg Win / Avg Loss | 0.4242 | 0.4239 | 0.4252 | 0.4002 | 0.3562 | 0.446 |
Largest Winning Trade | 14351 | 12342 | 14351 | 69658 | 39459 | 69658 |
Largest Losing Trade | -31098 | -31098 | -27923 | -294226 | -294226 | -180624 |
Avg Bars in Trades | 13 | 12 | 15 | 13 | 12 | 15 |
Avg Bars in Winners | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Losers | 31 | 28 | 33 | 31 | 28 | 33 |
Bars Traded | 17797 | 7921 | 9876 | 17797 | 7921 | 9876 |
Profit Streak | 0 | 600.8049 | 0 | 0 | 600.8049 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527689 | 452582 | -298965 | 563303 | -12189 | -47018 |
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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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