Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610076.2304 | 522595.9726 | 87480.2578 | 869700.7739 | 29006.5594 | 840694.2146 |
Total P&L (%) | 610.0762 | 522.596 | 87.4803 | 869.7008 | 29.0066 | 840.6942 |
Avg Daily Profit (%) | 0.3303 | 0.2829 | 0.0474 | 0.1231 | 0.0138 | 0.1214 |
Buy And Hold Return (%) | 17.9496 | 17.9496 | 17.9496 | 17.9496 | 17.9496 | 17.9496 |
Max Trade Drawdown | -90472 | -85787 | -81244 | -2004280 | -1838122 | -1054426 |
Profit Factor | 1.7461 | 2.3027 | 1.21 | 1.0678 | 1.0045 | 1.1309 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 39.1813 | 36.0465 | 42.3529 | 39.1813 | 36.0465 | 42.3529 |
Ratio Avg Win / Avg Loss | 2.7104 | 4.0854 | 1.647 | 1.6575 | 1.7822 | 1.5393 |
Largest Winning Trade | 255754 | 255754 | 56445 | 1019432 | 928187 | 1019432 |
Largest Losing Trade | -25162 | -25162 | -23286 | -551476 | -551476 | -351183 |
Avg Bars in Trades | 127 | 117 | 137 | 127 | 117 | 137 |
Avg Bars in Winners | 216 | 205 | 225 | 216 | 205 | 225 |
Avg Bars in Losers | 70 | 68 | 72 | 70 | 68 | 72 |
Bars Traded | 21821 | 10142 | 11679 | 21821 | 10142 | 11679 |
Profit Streak | 0 | 0 | 78.6919 | 0 | 0 | 78.6919 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329401 | 265694 | -132342 | -176445 | -404054 | -107774 |
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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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