Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357212.9378 | 295429.8971 | 61783.0406 | 666217.6103 | 528570.9194 | 137646.6909 |
Total P&L (%) | 357.2129 | 295.4299 | 61.783 | 666.2176 | 528.5709 | 137.6467 |
Avg Daily Profit (%) | 0.1982 | 0.1639 | 0.0343 | 0.113 | 0.102 | 0.048 |
Buy And Hold Return (%) | 119.5708 | 119.5708 | 119.5708 | 119.5708 | 119.5708 | 119.5708 |
Max Trade Drawdown | -133596 | -100612 | -107251 | -384935 | -312436 | -294399 |
Profit Factor | 1.2151 | 1.3819 | 1.0696 | 1.1234 | 1.2005 | 1.0498 |
Total Trades | 966 | 483 | 483 | 966 | 483 | 483 |
Winning Trades | 599 | 318 | 281 | 599 | 318 | 281 |
Losing Trades | 367 | 165 | 202 | 367 | 165 | 202 |
Profitability (%) | 62.0083 | 65.8385 | 58.1781 | 62.0083 | 65.8385 | 58.1781 |
Ratio Avg Win / Avg Loss | 0.7444 | 0.717 | 0.7689 | 0.6883 | 0.6229 | 0.7547 |
Largest Winning Trade | 25972 | 25972 | 22958 | 48458 | 46809 | 48458 |
Largest Losing Trade | -36678 | -36678 | -26711 | -190114 | -190114 | -88584 |
Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 16 | 16 | 15 | 16 | 16 | 15 |
Bars Traded | 10755 | 5283 | 5472 | 10755 | 5283 | 5472 |
Profit Streak | 596.9989 | 0 | 605.1655 | 596.9989 | 0 | 605.1655 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369392 | 244058 | -454230 | -121236 | -56066 | -410653 |
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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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