Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 757967.3423 | 421359.8248 | 336607.5175 | 21873856.1984 | 15831962.8951 | 6041893.3033 |
Total P&L (%) | 757.9673 | 421.3598 | 336.6075 | 21873.8562 | 15831.9629 | 6041.8933 |
Avg Daily Profit (%) | 0.4496 | 0.2499 | 0.1997 | 0.3204 | 0.3012 | 0.2446 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50255 | -77796 | -60370 | -6703704 | -2887366 | -4960142 |
Profit Factor | 1.9792 | 2.0851 | 1.8727 | 1.8327 | 2.3695 | 1.4108 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 121 | 53 | 68 | 121 | 53 | 68 |
Losing Trades | 167 | 91 | 76 | 167 | 91 | 76 |
Profitability (%) | 42.0139 | 36.8056 | 47.2222 | 42.0139 | 36.8056 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.7316 | 3.58 | 2.093 | 2.5294 | 4.0684 | 1.5767 |
Largest Winning Trade | 71161 | 71161 | 55601 | 6092234 | 6092234 | 4796433 |
Largest Losing Trade | -24291 | -13466 | -24291 | -1967700 | -1473797 | -1967700 |
Avg Bars in Trades | 34 | 34 | 35 | 34 | 34 | 35 |
Avg Bars in Winners | 54 | 56 | 53 | 54 | 56 | 53 |
Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
Bars Traded | 10032 | 4901 | 5131 | 10032 | 4901 | 5131 |
Profit Streak | 14.5305 | 37.0305 | 0 | 14.5305 | 37.0305 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465222 | 277128 | 357109 | 415278 | 327675 | 325344 |
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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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