Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400678.8375 | 273767.5643 | 126911.2731 | 2283453.4398 | 1537497.475 | 745955.9648 |
Total P&L (%) | 400.6788 | 273.7676 | 126.9113 | 2283.4534 | 1537.4975 | 745.956 |
Avg Daily Profit (%) | 0.7693 | 0.5256 | 0.2437 | 0.6107 | 0.5382 | 0.4108 |
Buy And Hold Return (%) | 69.2883 | 69.2883 | 69.2883 | 69.2883 | 69.2883 | 69.2883 |
Max Trade Drawdown | -37607 | -45182 | -18536 | -532311 | -361581 | -349395 |
Profit Factor | 1.7744 | 2.0897 | 1.4768 | 1.5676 | 1.7987 | 1.3556 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Losing Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Profitability (%) | 39.9425 | 39.6552 | 40.2299 | 39.9425 | 39.6552 | 40.2299 |
Ratio Avg Win / Avg Loss | 2.668 | 3.18 | 2.1942 | 2.357 | 2.7371 | 2.014 |
Largest Winning Trade | 88773 | 88773 | 19990 | 345277 | 345277 | 244098 |
Largest Losing Trade | -10496 | -10496 | -9787 | -189409 | -116689 | -189409 |
Avg Bars in Trades | 70 | 74 | 66 | 70 | 74 | 66 |
Avg Bars in Winners | 115 | 114 | 115 | 115 | 114 | 115 |
Avg Bars in Losers | 40 | 48 | 33 | 40 | 48 | 33 |
Bars Traded | 24538 | 12951 | 11587 | 24538 | 12951 | 11587 |
Profit Streak | 3.5292 | 3.7583 | 3.5292 | 3.5292 | 3.7583 | 3.5292 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438529 | 267560 | -2408 | 414697 | 347782 | 241455 |
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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) |
---|