Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356451.2717 | 294668.2311 | 61783.0406 | 660425.7057 | 523819.4979 | 136606.2078 |
Total P&L (%) | 356.4513 | 294.6682 | 61.783 | 660.4257 | 523.8195 | 136.6062 |
Avg Daily Profit (%) | 0.1978 | 0.1635 | 0.0343 | 0.1126 | 0.1016 | 0.0478 |
Buy And Hold Return (%) | 132.8364 | 132.8364 | 132.8364 | 132.8364 | 132.8364 | 132.8364 |
Max Trade Drawdown | -133596 | -100612 | -107251 | -382025 | -310074 | -292173 |
Profit Factor | 1.2146 | 1.3809 | 1.0696 | 1.1232 | 1.2002 | 1.0498 |
Total Trades | 965 | 482 | 483 | 965 | 482 | 483 |
Winning Trades | 598 | 317 | 281 | 598 | 317 | 281 |
Losing Trades | 367 | 165 | 202 | 367 | 165 | 202 |
Profitability (%) | 61.9689 | 65.7676 | 58.1781 | 61.9689 | 65.7676 | 58.1781 |
Ratio Avg Win / Avg Loss | 0.7454 | 0.7188 | 0.7689 | 0.6893 | 0.6247 | 0.7547 |
Largest Winning Trade | 25972 | 25972 | 22958 | 48092 | 46455 | 48092 |
Largest Losing Trade | -36678 | -36678 | -26711 | -188677 | -188677 | -87914 |
Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 16 | 16 | 15 | 16 | 16 | 15 |
Bars Traded | 10722 | 5250 | 5472 | 10722 | 5250 | 5472 |
Profit Streak | 601.3727 | 0 | 609.5393 | 601.3727 | 0 | 609.5393 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359056 | 182599 | -454230 | -122370 | -57069 | -449179 |
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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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