Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291076.4356 | 236500.3152 | 54576.1204 | 400328.1081 | 305640.9873 | 94687.1209 |
Total P&L (%) | 291.0764 | 236.5003 | 54.5761 | 400.3281 | 305.641 | 94.6871 |
Avg Daily Profit (%) | 0.1941 | 0.1577 | 0.0364 | 0.1074 | 0.0934 | 0.0444 |
Buy And Hold Return (%) | 109.0525 | 109.0525 | 109.0525 | 109.0525 | 109.0525 | 109.0525 |
Max Trade Drawdown | -71267 | -63507 | -93982 | -345266 | -300924 | -239488 |
Profit Factor | 1.2474 | 1.448 | 1.0841 | 1.0972 | 1.1524 | 1.0448 |
Total Trades | 659 | 329 | 330 | 659 | 329 | 330 |
Winning Trades | 430 | 229 | 201 | 430 | 229 | 201 |
Losing Trades | 229 | 100 | 129 | 229 | 100 | 129 |
Profitability (%) | 65.2504 | 69.6049 | 60.9091 | 65.2504 | 69.6049 | 60.9091 |
Ratio Avg Win / Avg Loss | 0.6643 | 0.6323 | 0.6958 | 0.5843 | 0.5032 | 0.6706 |
Largest Winning Trade | 22635 | 22635 | 16344 | 51431 | 33735 | 51431 |
Largest Losing Trade | -38803 | -37781 | -38803 | -147131 | -147131 | -126434 |
Avg Bars in Trades | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 44 | 41 | 46 | 44 | 41 | 46 |
Bars Traded | 17959 | 8243 | 9716 | 17959 | 8243 | 9716 |
Profit Streak | 594.4092 | 0 | 597.7425 | 594.4092 | 0 | 597.7425 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322488 | 172809 | -436276 | -160656 | -122121 | -468771 |
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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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