Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261633.1643 | 205789.1285 | 55844.0358 | 511050.1945 | 428069.8251 | 82980.3695 |
Total P&L (%) | 261.6332 | 205.7891 | 55.844 | 511.0502 | 428.0698 | 82.9804 |
Avg Daily Profit (%) | 0.5023 | 0.3951 | 0.1072 | 0.3481 | 0.32 | 0.1161 |
Buy And Hold Return (%) | 65.2703 | 65.2703 | 65.2703 | 65.2703 | 65.2703 | 65.2703 |
Max Trade Drawdown | -50756 | -43645 | -48481 | -287957 | -234597 | -190035 |
Profit Factor | 1.2868 | 1.4713 | 1.1174 | 1.1497 | 1.257 | 1.0475 |
Total Trades | 667 | 334 | 333 | 667 | 334 | 333 |
Winning Trades | 357 | 179 | 178 | 357 | 179 | 178 |
Losing Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Profitability (%) | 53.5232 | 53.5928 | 53.4535 | 53.5232 | 53.5928 | 53.4535 |
Ratio Avg Win / Avg Loss | 1.1174 | 1.2741 | 0.973 | 0.9984 | 1.0884 | 0.9121 |
Largest Winning Trade | 57746 | 57746 | 19892 | 168441 | 168441 | 83956 |
Largest Losing Trade | -18209 | -12809 | -18209 | -101267 | -73361 | -101267 |
Avg Bars in Trades | 37 | 38 | 36 | 37 | 38 | 36 |
Avg Bars in Winners | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Losers | 41 | 43 | 39 | 41 | 43 | 39 |
Bars Traded | 24902 | 12706 | 12196 | 24902 | 12706 | 12196 |
Profit Streak | 3.8972 | 7.9597 | 3.8972 | 3.8972 | 7.9597 | 3.8972 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430267 | 366627 | -307953 | -44239 | 392865 | -288611 |
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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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