Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373491.1973 | 334997.296 | 38493.9014 | 107910.1278 | 335430.6449 | -227520.5171 |
Total P&L (%) | 373.4912 | 334.9973 | 38.4939 | 107.9101 | 335.4306 | -227.5205 |
Avg Daily Profit (%) | 0.2646 | 0.2374 | 0.0273 | 0.0519 | 0.1043 | 0 |
Buy And Hold Return (%) | 11.4489 | 11.4489 | 11.4489 | 11.4489 | 11.4489 | 11.4489 |
Max Trade Drawdown | -132596 | -129770 | -109766 | -391380 | -266515 | -338329 |
Profit Factor | 1.1207 | 1.2226 | 1.0242 | 1.0194 | 1.1267 | 0.9218 |
Total Trades | 1496 | 748 | 748 | 1496 | 748 | 748 |
Winning Trades | 927 | 470 | 457 | 927 | 470 | 457 |
Losing Trades | 569 | 278 | 291 | 569 | 278 | 291 |
Profitability (%) | 61.9652 | 62.8342 | 61.0963 | 61.9652 | 62.8342 | 61.0963 |
Ratio Avg Win / Avg Loss | 0.6879 | 0.7232 | 0.6522 | 0.6257 | 0.6664 | 0.5869 |
Largest Winning Trade | 25454 | 25454 | 19877 | 60326 | 60326 | 58459 |
Largest Losing Trade | -36683 | -31498 | -36683 | -112798 | -82941 | -112798 |
Avg Bars in Trades | 11 | 11 | 10 | 11 | 11 | 10 |
Avg Bars in Winners | 8 | 8 | 7 | 8 | 8 | 7 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 16932 | 8783 | 8149 | 16932 | 8783 | 8149 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72292 | 417398 | -349297 | -315512 | -130892 | -575293 |
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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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