Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642597.1299 | 518861.7832 | 123735.3467 | 703742.9496 | 559960.2837 | 143782.666 |
Total P&L (%) | 642.5971 | 518.8618 | 123.7353 | 703.743 | 559.9603 | 143.7827 |
Avg Daily Profit (%) | 0.3398 | 0.2743 | 0.0654 | 0.1103 | 0.0998 | 0.0471 |
Buy And Hold Return (%) | 23.4097 | 23.4097 | 23.4097 | 23.4097 | 23.4097 | 23.4097 |
Max Trade Drawdown | -193479 | -109896 | -185856 | -891056 | -555325 | -721245 |
Profit Factor | 1.3032 | 1.5137 | 1.1115 | 1.1002 | 1.165 | 1.0396 |
Total Trades | 604 | 302 | 302 | 604 | 302 | 302 |
Winning Trades | 338 | 167 | 171 | 338 | 167 | 171 |
Losing Trades | 266 | 135 | 131 | 266 | 135 | 131 |
Profitability (%) | 55.9603 | 55.298 | 56.6225 | 55.9603 | 55.298 | 56.6225 |
Ratio Avg Win / Avg Loss | 1.0256 | 1.2237 | 0.8515 | 0.8659 | 0.9418 | 0.7964 |
Largest Winning Trade | 69006 | 69006 | 33815 | 277274 | 277274 | 163604 |
Largest Losing Trade | -61822 | -28301 | -61822 | -230029 | -168974 | -230029 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 7487 | 3461 | 4026 | 7487 | 3461 | 4026 |
Profit Streak | 12.8461 | 12.8461 | 21.5961 | 12.8461 | 12.8461 | 21.5961 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543917 | 472783 | -202559 | -151550 | -96873 | -305474 |
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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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