Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267433.7741 | 227014.5929 | 40419.1812 | 287117.701 | 220725.2494 | 66392.4515 |
Total P&L (%) | 267.4338 | 227.0146 | 40.4192 | 287.1177 | 220.7252 | 66.3925 |
Avg Daily Profit (%) | 0.1783 | 0.1513 | 0.0269 | 0.0903 | 0.0777 | 0.034 |
Buy And Hold Return (%) | 85.324 | 85.324 | 85.324 | 85.324 | 85.324 | 85.324 |
Max Trade Drawdown | -91506 | -65610 | -98917 | -175193 | -142137 | -156213 |
Profit Factor | 1.1567 | 1.2857 | 1.0443 | 1.1031 | 1.1639 | 1.0462 |
Total Trades | 1901 | 950 | 951 | 1901 | 950 | 951 |
Winning Trades | 1412 | 740 | 672 | 1412 | 740 | 672 |
Losing Trades | 489 | 210 | 279 | 489 | 210 | 279 |
Profitability (%) | 74.2767 | 77.8947 | 70.6625 | 74.2767 | 77.8947 | 70.6625 |
Ratio Avg Win / Avg Loss | 0.4006 | 0.3649 | 0.4336 | 0.382 | 0.3303 | 0.4343 |
Largest Winning Trade | 12342 | 12342 | 10667 | 32167 | 23233 | 32167 |
Largest Losing Trade | -44760 | -36328 | -44760 | -86082 | -86082 | -83318 |
Avg Bars in Trades | 9 | 8 | 10 | 9 | 8 | 10 |
Avg Bars in Winners | 4 | 4 | 5 | 4 | 4 | 5 |
Avg Bars in Losers | 22 | 21 | 22 | 22 | 21 | 22 |
Bars Traded | 17833 | 8198 | 9635 | 17833 | 8198 | 9635 |
Profit Streak | 598.2692 | 0 | 601.9358 | 598.2692 | 0 | 601.9358 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34270 | 390179 | -486999 | -172866 | -125864 | -475611 |
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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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