Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635590.5489 | 478079.5542 | 157510.9948 | 2023447.2745 | 1556396.9754 | 467050.2991 |
Total P&L (%) | 635.5905 | 478.0796 | 157.511 | 2023.4473 | 1556.397 | 467.0503 |
Avg Daily Profit (%) | 0.3365 | 0.2531 | 0.0834 | 0.1619 | 0.1487 | 0.0919 |
Buy And Hold Return (%) | 14.4377 | 14.4377 | 14.4377 | 14.4377 | 14.4377 | 14.4377 |
Max Trade Drawdown | -99911 | -79119 | -114202 | -4204527 | -2980883 | -2285484 |
Profit Factor | 1.5132 | 1.7738 | 1.2538 | 1.0909 | 1.1408 | 1.0417 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 125 | 47 | 78 | 125 | 47 | 78 |
Losing Trades | 205 | 118 | 87 | 205 | 118 | 87 |
Profitability (%) | 37.8788 | 28.4848 | 47.2727 | 37.8788 | 28.4848 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.4817 | 4.4534 | 1.3985 | 1.7891 | 2.8641 | 1.1619 |
Largest Winning Trade | 102998 | 102998 | 36051 | 1816493 | 1816493 | 1044035 |
Largest Losing Trade | -55703 | -21691 | -55703 | -1075197 | -658048 | -1075197 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 30 | 40 | 24 | 30 | 40 | 24 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 5603 | 2967 | 2636 | 5603 | 2967 | 2636 |
Profit Streak | 0 | 0 | 12.2397 | 0 | 0 | 12.2397 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323698 | -2430 | -81681 | -114416 | -72512 | -244793 |
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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) |
---|