Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553659.3984 | 486435.8157 | 67223.5828 | 427383.5888 | 401054.158 | 26329.4308 |
Total P&L (%) | 553.6594 | 486.4358 | 67.2236 | 427.3836 | 401.0542 | 26.3294 |
Avg Daily Profit (%) | 0.2996 | 0.2633 | 0.0364 | 0.09 | 0.0873 | 0.0127 |
Buy And Hold Return (%) | 39.0486 | 39.0486 | 39.0486 | 39.0486 | 39.0486 | 39.0486 |
Max Trade Drawdown | -125326 | -71155 | -138824 | -1099617 | -728401 | -1002306 |
Profit Factor | 1.5643 | 2.0364 | 1.1313 | 1.0603 | 1.1189 | 1.0071 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 129 | 69 | 60 | 129 | 69 | 60 |
Profitability (%) | 41.629 | 37.8378 | 45.4545 | 41.629 | 37.8378 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.1934 | 3.3456 | 1.3576 | 1.4868 | 1.8381 | 1.2085 |
Largest Winning Trade | 217343 | 217343 | 45202 | 577459 | 577459 | 338103 |
Largest Losing Trade | -42521 | -21500 | -42521 | -386733 | -229222 | -386733 |
Avg Bars in Trades | 32 | 29 | 36 | 32 | 29 | 36 |
Avg Bars in Winners | 46 | 43 | 49 | 46 | 43 | 49 |
Avg Bars in Losers | 22 | 20 | 25 | 22 | 20 | 25 |
Bars Traded | 7271 | 3255 | 4016 | 7271 | 3255 | 4016 |
Profit Streak | 0 | 0 | 14.9948 | 0 | 0 | 14.9948 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345616 | 263572 | -230556 | -229040 | -169832 | -555883 |
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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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