Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494511.98 | 456785.5005 | 37726.4795 | 424484.9411 | 570776.5943 | -146291.6532 |
Total P&L (%) | 494.512 | 456.7855 | 37.7265 | 424.4849 | 570.7766 | -146.2917 |
Avg Daily Profit (%) | 0.2375 | 0.2193 | 0.0181 | 0.0796 | 0.0914 | 0 |
Buy And Hold Return (%) | 106.7416 | 106.7416 | 106.7416 | 106.7416 | 106.7416 | 106.7416 |
Max Trade Drawdown | -87382 | -70304 | -202970 | -547164 | -518831 | -532470 |
Profit Factor | 1.2448 | 1.5023 | 1.034 | 1.0665 | 1.1892 | 0.9565 |
Total Trades | 673 | 336 | 337 | 673 | 336 | 337 |
Winning Trades | 284 | 145 | 139 | 284 | 145 | 139 |
Losing Trades | 389 | 191 | 198 | 389 | 191 | 198 |
Profitability (%) | 42.1991 | 43.1548 | 41.2463 | 42.1991 | 43.1548 | 41.2463 |
Ratio Avg Win / Avg Loss | 1.705 | 1.9789 | 1.4728 | 1.4608 | 1.5664 | 1.3625 |
Largest Winning Trade | 103998 | 103998 | 39161 | 202269 | 202269 | 125585 |
Largest Losing Trade | -50887 | -19224 | -50887 | -201904 | -79269 | -201904 |
Avg Bars in Trades | 36 | 38 | 35 | 36 | 38 | 35 |
Avg Bars in Winners | 53 | 54 | 52 | 53 | 54 | 52 |
Avg Bars in Losers | 24 | 25 | 24 | 24 | 25 | 24 |
Bars Traded | 24889 | 12777 | 12112 | 24889 | 12777 | 12112 |
Profit Streak | 8.3342 | 10.5842 | 8.3342 | 8.3342 | 10.5842 | 8.3342 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314895 | 267590 | -519123 | -234649 | -83715 | -580636 |
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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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