Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333869.0984 | 257738.3691 | 76130.7293 | 677337.8838 | 350138.0678 | 327199.8159 |
Total P&L (%) | 333.8691 | 257.7384 | 76.1307 | 677.3379 | 350.1381 | 327.1998 |
Avg Daily Profit (%) | 0.2226 | 0.1718 | 0.0508 | 0.1368 | 0.1003 | 0.0969 |
Buy And Hold Return (%) | 70.1548 | 70.1548 | 70.1548 | 70.1548 | 70.1548 | 70.1548 |
Max Trade Drawdown | -101184 | -63801 | -101563 | -831248 | -569172 | -307832 |
Profit Factor | 1.2689 | 1.4615 | 1.1115 | 1.1224 | 1.1262 | 1.1185 |
Total Trades | 768 | 384 | 384 | 768 | 384 | 384 |
Winning Trades | 535 | 282 | 253 | 535 | 282 | 253 |
Losing Trades | 233 | 102 | 131 | 233 | 102 | 131 |
Profitability (%) | 69.6615 | 73.4375 | 65.8854 | 69.6615 | 73.4375 | 65.8854 |
Ratio Avg Win / Avg Loss | 0.5526 | 0.5286 | 0.5755 | 0.4888 | 0.4074 | 0.5791 |
Largest Winning Trade | 14549 | 14110 | 14549 | 78808 | 76178 | 78808 |
Largest Losing Trade | -36108 | -36108 | -31441 | -374400 | -374400 | -136525 |
Avg Bars in Trades | 23 | 20 | 25 | 23 | 20 | 25 |
Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Losers | 39 | 37 | 41 | 39 | 37 | 41 |
Bars Traded | 17898 | 8017 | 9881 | 17898 | 8017 | 9881 |
Profit Streak | 601.3728 | 0 | 603.7894 | 601.3728 | 0 | 603.7894 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443950 | 325434 | -359596 | -89746 | -138941 | -152805 |
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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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