Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248553.7504 | 194175.9854 | 54377.765 | 398124.7436 | 327116.7569 | 71007.9866 |
Total P&L (%) | 248.5538 | 194.176 | 54.3778 | 398.1247 | 327.1168 | 71.008 |
Avg Daily Profit (%) | 0.4772 | 0.3728 | 0.1044 | 0.3088 | 0.2792 | 0.1031 |
Buy And Hold Return (%) | 62.3795 | 62.3795 | 62.3795 | 62.3795 | 62.3795 | 62.3795 |
Max Trade Drawdown | -46870 | -38110 | -42929 | -234583 | -186191 | -119825 |
Profit Factor | 1.3574 | 1.5582 | 1.1565 | 1.1986 | 1.3202 | 1.0723 |
Total Trades | 444 | 222 | 222 | 444 | 222 | 222 |
Winning Trades | 206 | 101 | 105 | 206 | 101 | 105 |
Losing Trades | 238 | 121 | 117 | 238 | 121 | 117 |
Profitability (%) | 46.3964 | 45.4955 | 47.2973 | 46.3964 | 45.4955 | 47.2973 |
Ratio Avg Win / Avg Loss | 1.5683 | 1.8667 | 1.2886 | 1.3848 | 1.5816 | 1.1948 |
Largest Winning Trade | 99826 | 99826 | 16138 | 175378 | 175378 | 51297 |
Largest Losing Trade | -15575 | -15575 | -11803 | -57699 | -57699 | -49388 |
Avg Bars in Trades | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Winners | 67 | 65 | 69 | 67 | 65 | 69 |
Avg Bars in Losers | 45 | 45 | 44 | 45 | 45 | 44 |
Bars Traded | 24730 | 12169 | 12561 | 24730 | 12169 | 12561 |
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 | 347429 | 257251 | -268799 | 232024 | 242308 | -320182 |
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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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