Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362601.4831 | 298446.7785 | 64154.7046 | 708288.0219 | 560641.5577 | 147646.4642 |
Total P&L (%) | 362.6015 | 298.4468 | 64.1547 | 708.288 | 560.6416 | 147.6465 |
Avg Daily Profit (%) | 0.2012 | 0.1656 | 0.0356 | 0.116 | 0.1048 | 0.0503 |
Buy And Hold Return (%) | 132.6539 | 132.6539 | 132.6539 | 132.6539 | 132.6539 | 132.6539 |
Max Trade Drawdown | -133596 | -100612 | -107251 | -406070 | -329591 | -310563 |
Profit Factor | 1.2183 | 1.3858 | 1.0723 | 1.1243 | 1.2016 | 1.0506 |
Total Trades | 970 | 485 | 485 | 970 | 485 | 485 |
Winning Trades | 603 | 320 | 283 | 603 | 320 | 283 |
Losing Trades | 367 | 165 | 202 | 367 | 165 | 202 |
Profitability (%) | 62.1649 | 65.9794 | 58.3505 | 62.1649 | 65.9794 | 58.3505 |
Ratio Avg Win / Avg Loss | 0.7415 | 0.7146 | 0.7654 | 0.6843 | 0.6196 | 0.7499 |
Largest Winning Trade | 25972 | 25972 | 22958 | 51119 | 49379 | 51119 |
Largest Losing Trade | -36678 | -36678 | -26711 | -200553 | -200553 | -93448 |
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 | 10792 | 5294 | 5498 | 10792 | 5294 | 5498 |
Profit Streak | 599.1913 | 0 | 607.358 | 599.1913 | 0 | 607.358 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364378 | 193440 | -449503 | -116331 | -52520 | -418518 |
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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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