Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98395.1267 | 73832.8079 | 24562.3188 | 78082.1388 | 88072.3908 | -9990.252 |
Total P&L (%) | 98.3951 | 73.8328 | 24.5623 | 78.0821 | 88.0724 | -9.9903 |
Avg Daily Profit (%) | 0.3778 | 0.2835 | 0.0943 | 0.2218 | 0.2428 | -0.0404 |
Buy And Hold Return (%) | 14.3528 | 14.3528 | 14.3528 | 14.3528 | 14.3528 | 14.3528 |
Max Trade Drawdown | -58504 | -32957 | -69058 | -142382 | -65033 | -141012 |
Profit Factor | 1.1919 | 1.3221 | 1.0867 | 1.0819 | 1.2069 | 0.981 |
Total Trades | 604 | 302 | 302 | 604 | 302 | 302 |
Winning Trades | 473 | 241 | 232 | 473 | 241 | 232 |
Losing Trades | 131 | 61 | 70 | 131 | 61 | 70 |
Profitability (%) | 78.3113 | 79.8013 | 76.8212 | 78.3113 | 79.8013 | 76.8212 |
Ratio Avg Win / Avg Loss | 0.3301 | 0.3346 | 0.3279 | 0.2997 | 0.3055 | 0.296 |
Largest Winning Trade | 9614 | 5510 | 9614 | 12036 | 8160 | 12036 |
Largest Losing Trade | -40921 | -17678 | -40921 | -79309 | -30330 | -79309 |
Avg Bars in Trades | 40 | 39 | 41 | 40 | 39 | 41 |
Avg Bars in Winners | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Losers | 118 | 119 | 116 | 118 | 119 | 116 |
Bars Traded | 24684 | 12051 | 12634 | 24684 | 12051 | 12634 |
Profit Streak | 2.875 | 2.875 | 6.6146 | 2.875 | 2.875 | 6.6146 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 124304 | 300334 | -197900 | -119830 | 286282 | -575965 |
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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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