Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608402.5753 | 532607.6163 | 75794.959 | 1227330.9951 | 1468360.6233 | -241029.6282 |
Total P&L (%) | 608.4026 | 532.6076 | 75.795 | 1227.331 | 1468.3606 | -241.0296 |
Avg Daily Profit (%) | 0.2543 | 0.2226 | 0.0317 | 0.1081 | 0.1151 | 0 |
Buy And Hold Return (%) | 84.8641 | 84.8641 | 84.8641 | 84.8641 | 84.8641 | 84.8641 |
Max Trade Drawdown | -103396 | -82686 | -105145 | -402339 | -316499 | -391809 |
Profit Factor | 1.3439 | 1.5952 | 1.0867 | 1.2107 | 1.5181 | 0.9194 |
Total Trades | 675 | 338 | 337 | 675 | 338 | 337 |
Winning Trades | 233 | 119 | 114 | 233 | 119 | 114 |
Losing Trades | 442 | 219 | 223 | 442 | 219 | 223 |
Profitability (%) | 34.5185 | 35.2071 | 33.8279 | 34.5185 | 35.2071 | 33.8279 |
Ratio Avg Win / Avg Loss | 2.5494 | 2.9357 | 2.1258 | 2.2967 | 2.7938 | 1.7985 |
Largest Winning Trade | 160324 | 160324 | 51033 | 817456 | 817456 | 158920 |
Largest Losing Trade | -22585 | -17719 | -22585 | -104402 | -69746 | -104402 |
Avg Bars in Trades | 20 | 21 | 19 | 20 | 21 | 19 |
Avg Bars in Winners | 36 | 37 | 35 | 36 | 37 | 35 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 14152 | 7434 | 6718 | 14152 | 7434 | 6718 |
Profit Streak | 10.9322 | 12.0989 | 0 | 10.9322 | 12.0989 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302090 | 255818 | -445186 | -49132 | -40012 | -582805 |
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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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