Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354056.1713 | 266260.0769 | 87796.0944 | 875693.4748 | 457421.1811 | 418272.2937 |
Total P&L (%) | 354.0562 | 266.2601 | 87.7961 | 875.6935 | 457.4212 | 418.2723 |
Avg Daily Profit (%) | 0.236 | 0.1775 | 0.0585 | 0.152 | 0.1146 | 0.1097 |
Buy And Hold Return (%) | 97.9653 | 97.9653 | 97.9653 | 97.9653 | 97.9653 | 97.9653 |
Max Trade Drawdown | -99359 | -68229 | -55123 | -356093 | -273755 | -207773 |
Profit Factor | 1.2635 | 1.4399 | 1.1189 | 1.2183 | 1.2358 | 1.2019 |
Total Trades | 1294 | 647 | 647 | 1294 | 647 | 647 |
Winning Trades | 1005 | 520 | 485 | 1005 | 520 | 485 |
Losing Trades | 289 | 127 | 162 | 289 | 127 | 162 |
Profitability (%) | 77.6662 | 80.3709 | 74.9614 | 77.6662 | 80.3709 | 74.9614 |
Ratio Avg Win / Avg Loss | 0.3633 | 0.3517 | 0.3737 | 0.3503 | 0.3018 | 0.4015 |
Largest Winning Trade | 12496 | 10896 | 12496 | 100489 | 41664 | 100489 |
Largest Losing Trade | -41645 | -41645 | -37063 | -156911 | -156911 | -118638 |
Avg Bars in Trades | 13 | 12 | 15 | 13 | 12 | 15 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 36 | 34 | 38 | 36 | 34 | 38 |
Bars Traded | 17895 | 8071 | 9823 | 17895 | 8071 | 9823 |
Profit Streak | 599.1211 | 0 | 602.3711 | 599.1211 | 0 | 602.3711 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522952 | 388185 | -364241 | 594493 | -36152 | -42926 |
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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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