Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288522.4418 | 242324.6965 | 46197.7453 | 358626.6449 | 193308.9595 | 165317.6854 |
Total P&L (%) | 288.5224 | 242.3247 | 46.1977 | 358.6266 | 193.309 | 165.3177 |
Avg Daily Profit (%) | 0.1923 | 0.1616 | 0.0308 | 0.1016 | 0.0718 | 0.0651 |
Buy And Hold Return (%) | 102.4906 | 102.4906 | 102.4906 | 102.4906 | 102.4906 | 102.4906 |
Max Trade Drawdown | -110544 | -73608 | -63879 | -342877 | -256902 | -202722 |
Profit Factor | 1.2076 | 1.3825 | 1.0611 | 1.0975 | 1.1041 | 1.0907 |
Total Trades | 1151 | 575 | 576 | 1151 | 575 | 576 |
Winning Trades | 835 | 436 | 399 | 835 | 436 | 399 |
Losing Trades | 316 | 139 | 177 | 316 | 139 | 177 |
Profitability (%) | 72.5456 | 75.8261 | 69.2708 | 72.5456 | 75.8261 | 69.2708 |
Ratio Avg Win / Avg Loss | 0.457 | 0.4407 | 0.4707 | 0.4153 | 0.352 | 0.4838 |
Largest Winning Trade | 12496 | 12342 | 12496 | 30523 | 30523 | 22585 |
Largest Losing Trade | -41117 | -41117 | -40465 | -129290 | -129290 | -88270 |
Avg Bars in Trades | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 17959 | 7999 | 9960 | 17959 | 7999 | 9960 |
Profit Streak | 595.399 | 0 | 598.9823 | 595.399 | 0 | 598.9823 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432313 | 296810 | -466311 | -165142 | -206000 | -231736 |
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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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