Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445022.7227 | 432234.7025 | 12788.0202 | 128729.57 | 253918.314 | -125188.744 |
Total P&L (%) | 445.0227 | 432.2347 | 12.788 | 128.7296 | 253.9183 | -125.1887 |
Avg Daily Profit (%) | 0.2137 | 0.2075 | 0.0061 | 0.0397 | 0.0607 | 0 |
Buy And Hold Return (%) | 71.9834 | 71.9834 | 71.9834 | 71.9834 | 71.9834 | 71.9834 |
Max Trade Drawdown | -169900 | -95447 | -120662 | -1766628 | -731769 | -1291736 |
Profit Factor | 1.2264 | 1.4323 | 1.0132 | 1.0089 | 1.035 | 0.9825 |
Total Trades | 1009 | 504 | 505 | 1009 | 504 | 505 |
Winning Trades | 476 | 229 | 247 | 476 | 229 | 247 |
Losing Trades | 533 | 275 | 258 | 533 | 275 | 258 |
Profitability (%) | 47.1754 | 45.4365 | 48.9109 | 47.1754 | 45.4365 | 48.9109 |
Ratio Avg Win / Avg Loss | 1.3733 | 1.72 | 1.0584 | 1.1298 | 1.2429 | 1.0262 |
Largest Winning Trade | 220432 | 220432 | 27434 | 352369 | 352369 | 229129 |
Largest Losing Trade | -23176 | -21399 | -23176 | -273477 | -188884 | -273477 |
Avg Bars in Trades | 24 | 22 | 26 | 24 | 22 | 26 |
Avg Bars in Winners | 30 | 26 | 34 | 30 | 26 | 34 |
Avg Bars in Losers | 19 | 19 | 18 | 19 | 19 | 18 |
Bars Traded | 24779 | 11397 | 13382 | 24779 | 11397 | 13382 |
Profit Streak | 0 | 14.9513 | 0 | 0 | 14.9513 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420211 | 366956 | -554415 | -353977 | -295369 | -577173 |
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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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