Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580338.4955 | 546829.4688 | 33509.0267 | 255893.008 | 199522.075 | 56370.933 |
Total P&L (%) | 580.3385 | 546.8295 | 33.509 | 255.893 | 199.5221 | 56.3709 |
Avg Daily Profit (%) | 0.2786 | 0.2625 | 0.0161 | 0.061 | 0.0527 | 0.0215 |
Buy And Hold Return (%) | 23.1366 | 23.1366 | 23.1366 | 23.1366 | 23.1366 | 23.1366 |
Max Trade Drawdown | -138843 | -94783 | -175824 | -1020504 | -796687 | -468830 |
Profit Factor | 1.3643 | 1.6957 | 1.0415 | 1.0368 | 1.0557 | 1.0167 |
Total Trades | 434 | 217 | 217 | 434 | 217 | 217 |
Winning Trades | 159 | 76 | 83 | 159 | 76 | 83 |
Losing Trades | 275 | 141 | 134 | 275 | 141 | 134 |
Profitability (%) | 36.6359 | 35.023 | 38.2488 | 36.6359 | 35.023 | 38.2488 |
Ratio Avg Win / Avg Loss | 2.3596 | 3.146 | 1.6815 | 1.7932 | 1.9586 | 1.6415 |
Largest Winning Trade | 279796 | 279796 | 43362 | 420363 | 420363 | 214281 |
Largest Losing Trade | -21598 | -17076 | -21598 | -149746 | -137612 | -149746 |
Avg Bars in Trades | 57 | 57 | 56 | 57 | 57 | 56 |
Avg Bars in Winners | 92 | 96 | 87 | 92 | 96 | 87 |
Avg Bars in Losers | 36 | 36 | 37 | 36 | 36 | 37 |
Bars Traded | 24752 | 12510 | 12242 | 24752 | 12510 | 12242 |
Profit Streak | 19.2463 | 19.2463 | 22.8296 | 19.2463 | 19.2463 | 22.8296 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303613 | 255582 | -374850 | -292332 | -285423 | -372633 |
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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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