Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333188.6451 | 283905.7899 | 49282.8552 | 122174.8368 | 544217.1829 | -422042.3461 |
Total P&L (%) | 333.1886 | 283.9058 | 49.2829 | 122.1748 | 544.2172 | -422.0423 |
Avg Daily Profit (%) | 0.1768 | 0.1507 | 0.0262 | 0.0424 | 0.0989 | 0 |
Buy And Hold Return (%) | 12.769 | 12.769 | 12.769 | 12.769 | 12.769 | 12.769 |
Max Trade Drawdown | -175053 | -146910 | -106217 | -1287183 | -1009893 | -916574 |
Profit Factor | 1.1907 | 1.3187 | 1.0576 | 1.0143 | 1.1293 | 0.9032 |
Total Trades | 876 | 438 | 438 | 876 | 438 | 438 |
Winning Trades | 419 | 193 | 226 | 419 | 193 | 226 |
Losing Trades | 457 | 245 | 212 | 457 | 245 | 212 |
Profitability (%) | 47.8311 | 44.0639 | 51.5982 | 47.8311 | 44.0639 | 51.5982 |
Ratio Avg Win / Avg Loss | 1.2987 | 1.674 | 0.9921 | 1.1062 | 1.4335 | 0.8472 |
Largest Winning Trade | 102672 | 102672 | 42036 | 244585 | 244585 | 194370 |
Largest Losing Trade | -27003 | -21251 | -27003 | -304518 | -304518 | -247726 |
Avg Bars in Trades | 25 | 21 | 30 | 25 | 21 | 30 |
Avg Bars in Winners | 29 | 26 | 32 | 29 | 26 | 32 |
Avg Bars in Losers | 22 | 17 | 27 | 22 | 17 | 27 |
Bars Traded | 22524 | 9312 | 13212 | 22524 | 9312 | 13212 |
Profit Streak | 9.4901 | 13.0734 | 9.4901 | 9.4901 | 13.0734 | 9.4901 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 97800 | 349750 | -316091 | -335133 | -137632 | -577727 |
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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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