Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270133.8494 | 208270.7452 | 61863.1042 | 516149.9841 | 414975.2098 | 101174.7744 |
Total P&L (%) | 270.1338 | 208.2707 | 61.8631 | 516.15 | 414.9752 | 101.1748 |
Avg Daily Profit (%) | 0.5187 | 0.3999 | 0.1188 | 0.3497 | 0.3152 | 0.1343 |
Buy And Hold Return (%) | 75.1762 | 75.1762 | 75.1762 | 75.1762 | 75.1762 | 75.1762 |
Max Trade Drawdown | -74071 | -67258 | -33153 | -377777 | -305790 | -197554 |
Profit Factor | 1.4001 | 1.6488 | 1.1747 | 1.2201 | 1.3638 | 1.084 |
Total Trades | 418 | 209 | 209 | 418 | 209 | 209 |
Winning Trades | 173 | 85 | 88 | 173 | 85 | 88 |
Losing Trades | 245 | 124 | 121 | 245 | 124 | 121 |
Profitability (%) | 41.3876 | 40.6699 | 42.1053 | 41.3876 | 40.6699 | 42.1053 |
Ratio Avg Win / Avg Loss | 1.9828 | 2.4053 | 1.6152 | 1.7278 | 1.9895 | 1.4905 |
Largest Winning Trade | 91105 | 91105 | 23619 | 158764 | 158764 | 115299 |
Largest Losing Trade | -12527 | -12527 | -11996 | -53840 | -48647 | -53840 |
Avg Bars in Trades | 59 | 60 | 57 | 59 | 60 | 57 |
Avg Bars in Winners | 80 | 81 | 80 | 80 | 81 | 80 |
Avg Bars in Losers | 43 | 46 | 41 | 43 | 46 | 41 |
Bars Traded | 24732 | 12673 | 12059 | 24732 | 12673 | 12059 |
Profit Streak | 8.3934 | 12.9767 | 8.3934 | 8.3934 | 12.9767 | 8.3934 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337984 | 251375 | -229934 | 351198 | 253776 | -202493 |
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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) |
---|