Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499856.1061 | 432654.22 | 67201.8861 | 830763.8839 | 717926.8412 | 112837.0426 |
Total P&L (%) | 499.8561 | 432.6542 | 67.2019 | 830.7639 | 717.9268 | 112.837 |
Avg Daily Profit (%) | 0.2347 | 0.2032 | 0.0316 | 0.1048 | 0.0987 | 0.0355 |
Buy And Hold Return (%) | 143.7779 | 143.7779 | 143.7779 | 143.7779 | 143.7779 | 143.7779 |
Max Trade Drawdown | -164599 | -124852 | -147024 | -160111 | -100492 | -174814 |
Profit Factor | 1.3599 | 1.6692 | 1.0905 | 1.5011 | 1.8724 | 1.1351 |
Total Trades | 440 | 220 | 220 | 440 | 220 | 220 |
Winning Trades | 240 | 119 | 121 | 240 | 119 | 121 |
Losing Trades | 200 | 101 | 99 | 200 | 101 | 99 |
Profitability (%) | 54.5455 | 54.0909 | 55 | 54.5455 | 54.0909 | 55 |
Ratio Avg Win / Avg Loss | 1.1332 | 1.4167 | 0.8922 | 1.2509 | 1.5892 | 0.9288 |
Largest Winning Trade | 70192 | 70192 | 54972 | 110254 | 110254 | 81522 |
Largest Losing Trade | -54880 | -23336 | -54880 | -96181 | -96181 | -50314 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 6380 | 3190 | 3190 | 6380 | 3190 | 3190 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318494 | 288001 | -437601 | -48962 | -57108 | -383290 |
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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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