Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335440.9262 | 296695.0003 | 38745.9259 | 79414.5679 | 373308.0491 | -293893.4811 |
Total P&L (%) | 335.4409 | 296.695 | 38.7459 | 79.4146 | 373.308 | -293.8935 |
Avg Daily Profit (%) | 0.2377 | 0.2102 | 0.0275 | 0.0414 | 0.1102 | 0 |
Buy And Hold Return (%) | 10.5235 | 10.5235 | 10.5235 | 10.5235 | 10.5235 | 10.5235 |
Max Trade Drawdown | -101992 | -108651 | -135506 | -516394 | -220299 | -467809 |
Profit Factor | 1.1299 | 1.2376 | 1.029 | 1.016 | 1.1598 | 0.8888 |
Total Trades | 1412 | 706 | 706 | 1412 | 706 | 706 |
Winning Trades | 1022 | 514 | 508 | 1022 | 514 | 508 |
Losing Trades | 390 | 192 | 198 | 390 | 192 | 198 |
Profitability (%) | 72.3796 | 72.8045 | 71.9547 | 72.3796 | 72.8045 | 71.9547 |
Ratio Avg Win / Avg Loss | 0.4312 | 0.4623 | 0.4011 | 0.3877 | 0.4332 | 0.3464 |
Largest Winning Trade | 16565 | 16565 | 14139 | 44705 | 44705 | 35892 |
Largest Losing Trade | -36144 | -31498 | -36144 | -114392 | -70323 | -114392 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 16868 | 8417 | 8451 | 16868 | 8417 | 8451 |
Profit Streak | 456.826 | 456.826 | 460.326 | 456.826 | 456.826 | 460.326 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59955 | 485595 | -341314 | -330808 | -84510 | -573144 |
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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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