Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315113.1481 | 244412.1575 | 70700.9906 | 517054.3947 | 290771.213 | 226283.1818 |
Total P&L (%) | 315.1131 | 244.4122 | 70.701 | 517.0544 | 290.7712 | 226.2832 |
Avg Daily Profit (%) | 0.2101 | 0.1629 | 0.0471 | 0.1214 | 0.0909 | 0.0789 |
Buy And Hold Return (%) | 71.3585 | 71.3585 | 71.3585 | 71.3585 | 71.3585 | 71.3585 |
Max Trade Drawdown | -110006 | -73430 | -62895 | -346221 | -269221 | -203373 |
Profit Factor | 1.2318 | 1.3908 | 1.0963 | 1.127 | 1.1435 | 1.1106 |
Total Trades | 1096 | 548 | 548 | 1096 | 548 | 548 |
Winning Trades | 786 | 410 | 376 | 786 | 410 | 376 |
Losing Trades | 310 | 138 | 172 | 310 | 138 | 172 |
Profitability (%) | 71.7153 | 74.8175 | 68.6131 | 71.7153 | 74.8175 | 68.6131 |
Ratio Avg Win / Avg Loss | 0.4858 | 0.4681 | 0.5015 | 0.4445 | 0.3849 | 0.508 |
Largest Winning Trade | 16010 | 16010 | 12496 | 45584 | 45584 | 35791 |
Largest Losing Trade | -42952 | -42952 | -37063 | -203806 | -203806 | -94304 |
Avg Bars in Trades | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Winners | 8 | 8 | 9 | 8 | 8 | 9 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 17704 | 7964 | 9740 | 17704 | 7964 | 9740 |
Profit Streak | 601.4759 | 0 | 604.8093 | 601.4759 | 0 | 604.8093 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484498 | 351448 | -406382 | -103465 | -131876 | -185576 |
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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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