Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719227.1882 | 519122.6566 | 200104.5316 | 5678784.4425 | 6189558.4766 | -510774.0341 |
Total P&L (%) | 719.2272 | 519.1227 | 200.1045 | 5678.7844 | 6189.5585 | -510.774 |
Avg Daily Profit (%) | 0.3016 | 0.2177 | 0.0839 | 0.1703 | 0.1738 | 0 |
Buy And Hold Return (%) | 23.4077 | 23.4077 | 23.4077 | 23.4077 | 23.4077 | 23.4077 |
Max Trade Drawdown | -173556 | -113558 | -95810 | -3193347 | -1845649 | -2359923 |
Profit Factor | 1.4671 | 1.7683 | 1.2315 | 1.2475 | 1.6392 | 0.9615 |
Total Trades | 441 | 220 | 221 | 441 | 220 | 221 |
Winning Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Losing Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Profitability (%) | 50.1134 | 50 | 50.2262 | 50.1134 | 50 | 50.2262 |
Ratio Avg Win / Avg Loss | 1.4604 | 1.7683 | 1.2204 | 1.2419 | 1.6392 | 0.9528 |
Largest Winning Trade | 64436 | 64436 | 57024 | 1300416 | 1300416 | 806967 |
Largest Losing Trade | -36107 | -31231 | -36107 | -1241200 | -717799 | -1241200 |
Avg Bars in Trades | 32 | 32 | 31 | 32 | 32 | 31 |
Avg Bars in Winners | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Losers | 29 | 29 | 28 | 29 | 29 | 28 |
Bars Traded | 14168 | 7115 | 7053 | 14168 | 7115 | 7053 |
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 | 443905 | 436973 | -80618 | 355196 | 414505 | -580147 |
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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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