Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419424.9599 | 278808.9517 | 140616.0081 | 2837835.9708 | 1981662.3518 | 856173.619 |
Total P&L (%) | 419.425 | 278.809 | 140.616 | 2837.836 | 1981.6624 | 856.1736 |
Avg Daily Profit (%) | 0.8053 | 0.5353 | 0.27 | 0.6511 | 0.5846 | 0.4344 |
Buy And Hold Return (%) | 70.061 | 70.061 | 70.061 | 70.061 | 70.061 | 70.061 |
Max Trade Drawdown | -47138 | -51609 | -20741 | -595429 | -455327 | -495252 |
Profit Factor | 1.8739 | 2.1807 | 1.5767 | 1.6346 | 1.9291 | 1.366 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Losing Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Profitability (%) | 42.2297 | 41.8919 | 42.5676 | 42.2297 | 41.8919 | 42.5676 |
Ratio Avg Win / Avg Loss | 2.5634 | 3.0248 | 2.1273 | 2.2361 | 2.6759 | 1.8431 |
Largest Winning Trade | 83936 | 83936 | 21044 | 462699 | 462699 | 315251 |
Largest Losing Trade | -11395 | -11395 | -10184 | -238259 | -155732 | -238259 |
Avg Bars in Trades | 83 | 87 | 79 | 83 | 87 | 79 |
Avg Bars in Winners | 125 | 124 | 127 | 125 | 124 | 127 |
Avg Bars in Losers | 52 | 61 | 43 | 52 | 61 | 43 |
Bars Traded | 24750 | 13023 | 11727 | 24750 | 13023 | 11727 |
Profit Streak | 1.5812 | 1.8104 | 0 | 1.5812 | 1.8104 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401333 | 225626 | 23102 | 378059 | 318960 | 288665 |
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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) |
---|