Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372661.633 | 306348.0577 | 66313.5753 | 680103.8302 | 472241.6637 | 207862.1666 |
Total P&L (%) | 372.6616 | 306.3481 | 66.3136 | 680.1038 | 472.2417 | 207.8622 |
Avg Daily Profit (%) | 0.2066 | 0.1699 | 0.0368 | 0.114 | 0.0968 | 0.0624 |
Buy And Hold Return (%) | 129.6827 | 129.6827 | 129.6827 | 129.6827 | 129.6827 | 129.6827 |
Max Trade Drawdown | -82496 | -63817 | -88805 | -444502 | -277658 | -273557 |
Profit Factor | 1.2151 | 1.4046 | 1.068 | 1.1286 | 1.1934 | 1.073 |
Total Trades | 1064 | 532 | 532 | 1064 | 532 | 532 |
Winning Trades | 655 | 349 | 306 | 655 | 349 | 306 |
Losing Trades | 409 | 183 | 226 | 409 | 183 | 226 |
Profitability (%) | 61.5602 | 65.6015 | 57.5188 | 61.5602 | 65.6015 | 57.5188 |
Ratio Avg Win / Avg Loss | 0.7588 | 0.7365 | 0.7888 | 0.7047 | 0.6258 | 0.7925 |
Largest Winning Trade | 32135 | 27572 | 32135 | 121575 | 121575 | 101390 |
Largest Losing Trade | -35246 | -34948 | -35246 | -132460 | -132460 | -115574 |
Avg Bars in Trades | 3 | 3 | 3 | 3 | 3 | 3 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 4 | 4 | 5 | 4 | 4 | 5 |
Bars Traded | 3600 | 1673 | 1927 | 3600 | 1673 | 1927 |
Profit Streak | 587.0622 | 0 | 592.0622 | 587.0622 | 0 | 592.0622 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379570 | 232955 | -452521 | -114121 | -71209 | -256613 |
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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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