Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302725.4548 | 246919.0199 | 55806.4349 | 467554.9499 | 300854.7369 | 166700.2131 |
Total P&L (%) | 302.7255 | 246.919 | 55.8064 | 467.555 | 300.8547 | 166.7002 |
Avg Daily Profit (%) | 0.2018 | 0.1646 | 0.0372 | 0.1158 | 0.0926 | 0.0654 |
Buy And Hold Return (%) | 106.2913 | 106.2913 | 106.2913 | 106.2913 | 106.2913 | 106.2913 |
Max Trade Drawdown | -110703 | -81360 | -67151 | -214587 | -204262 | -186732 |
Profit Factor | 1.2101 | 1.3776 | 1.0709 | 1.1699 | 1.2319 | 1.1146 |
Total Trades | 1573 | 786 | 787 | 1573 | 786 | 787 |
Winning Trades | 1164 | 603 | 561 | 1164 | 603 | 561 |
Losing Trades | 409 | 183 | 226 | 409 | 183 | 226 |
Profitability (%) | 73.9987 | 76.7176 | 71.2834 | 73.9987 | 76.7176 | 71.2834 |
Ratio Avg Win / Avg Loss | 0.4252 | 0.4181 | 0.4314 | 0.4111 | 0.3739 | 0.449 |
Largest Winning Trade | 12612 | 11556 | 12612 | 55954 | 23376 | 55954 |
Largest Losing Trade | -42715 | -42715 | -37063 | -104623 | -86608 | -104623 |
Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Winners | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 27 | 25 | 29 | 27 | 25 | 29 |
Bars Traded | 17960 | 8113 | 9847 | 17960 | 8113 | 9847 |
Profit Streak | 596.9702 | 0 | 600.5535 | 596.9702 | 0 | 600.5535 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481304 | 330571 | -444792 | -64493 | -66886 | -203160 |
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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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