Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727583.5094 | 414284.5528 | 313298.9566 | 16775183.4612 | 14030971.4375 | 2744212.0237 |
Total P&L (%) | 727.5835 | 414.2846 | 313.299 | 16775.1835 | 14030.9714 | 2744.212 |
Avg Daily Profit (%) | 0.4335 | 0.2468 | 0.1867 | 0.306 | 0.2954 | 0.1997 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73584 | -58784 | -53262 | -5810125 | -2630782 | -7236240 |
Profit Factor | 1.715 | 1.8886 | 1.5682 | 1.4601 | 1.9627 | 1.1254 |
Total Trades | 445 | 223 | 222 | 445 | 223 | 222 |
Winning Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Losing Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Profitability (%) | 36.6292 | 36.7713 | 36.4865 | 36.6292 | 36.7713 | 36.4865 |
Ratio Avg Win / Avg Loss | 2.967 | 3.2474 | 2.7298 | 2.526 | 3.375 | 1.959 |
Largest Winning Trade | 65772 | 65772 | 50369 | 7559320 | 7559320 | 5146603 |
Largest Losing Trade | -13419 | -13419 | -13245 | -2874576 | -1651333 | -2874576 |
Avg Bars in Trades | 14 | 13 | 16 | 14 | 13 | 16 |
Avg Bars in Winners | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
Bars Traded | 6663 | 3109 | 3554 | 6663 | 3109 | 3554 |
Profit Streak | 9.2978 | 9.5478 | 0 | 9.2978 | 9.5478 | 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 | 408738 | 288601 | 214904 | 330747 | 323701 | -77838 |
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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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