Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356667.1136 | 293308.6531 | 63358.4605 | 662234.19 | 523723.9316 | 138510.2584 |
Total P&L (%) | 356.6671 | 293.3087 | 63.3585 | 662.2342 | 523.7239 | 138.5103 |
Avg Daily Profit (%) | 0.1979 | 0.1627 | 0.0352 | 0.1128 | 0.1016 | 0.0482 |
Buy And Hold Return (%) | 122.3263 | 122.3263 | 122.3263 | 122.3263 | 122.3263 | 122.3263 |
Max Trade Drawdown | -133596 | -100612 | -107251 | -382934 | -310812 | -292868 |
Profit Factor | 1.2149 | 1.3792 | 1.0715 | 1.1233 | 1.1997 | 1.0504 |
Total Trades | 963 | 481 | 482 | 963 | 481 | 482 |
Winning Trades | 597 | 316 | 281 | 597 | 316 | 281 |
Losing Trades | 366 | 165 | 201 | 366 | 165 | 201 |
Profitability (%) | 61.9938 | 65.6965 | 58.2988 | 61.9938 | 65.6965 | 58.2988 |
Ratio Avg Win / Avg Loss | 0.7448 | 0.7201 | 0.7665 | 0.6887 | 0.6264 | 0.7514 |
Largest Winning Trade | 25972 | 25972 | 22958 | 48206 | 46565 | 48206 |
Largest Losing Trade | -36678 | -36678 | -26711 | -189126 | -189126 | -88124 |
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 | 10696 | 5243 | 5453 | 10696 | 5243 | 5453 |
Profit Streak | 606.8451 | 0 | 615.0118 | 606.8451 | 0 | 615.0118 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366341 | 224535 | -450962 | -121811 | -57148 | -415582 |
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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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