Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99682.7862 | 71625.8791 | 28056.9071 | 120449.2997 | 208870.8194 | -88421.5197 |
Total P&L (%) | 99.6828 | 71.6259 | 28.0569 | 120.4493 | 208.8708 | -88.4215 |
Avg Daily Profit (%) | 0.3828 | 0.275 | 0.1077 | 0.304 | 0.434 | -0.8245 |
Buy And Hold Return (%) | 25.0518 | 25.0518 | 25.0518 | 25.0518 | 25.0518 | 25.0518 |
Max Trade Drawdown | -74428 | -27382 | -72715 | -251442 | -75881 | -263808 |
Profit Factor | 1.2278 | 1.3464 | 1.1215 | 1.101 | 1.3856 | 0.8641 |
Total Trades | 555 | 278 | 277 | 555 | 278 | 277 |
Winning Trades | 239 | 122 | 117 | 239 | 122 | 117 |
Losing Trades | 316 | 156 | 160 | 316 | 156 | 160 |
Profitability (%) | 43.0631 | 43.8849 | 42.2383 | 43.0631 | 43.8849 | 42.2383 |
Ratio Avg Win / Avg Loss | 1.6233 | 1.7216 | 1.5337 | 1.4557 | 1.7717 | 1.1817 |
Largest Winning Trade | 21352 | 21352 | 17883 | 58253 | 58253 | 28502 |
Largest Losing Trade | -7551 | -7551 | -6015 | -27413 | -27413 | -25777 |
Avg Bars in Trades | 44 | 45 | 44 | 44 | 45 | 44 |
Avg Bars in Winners | 59 | 60 | 59 | 59 | 60 | 59 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 24903 | 12576 | 12327 | 24903 | 12576 | 12327 |
Profit Streak | 4.4401 | 4.4401 | 4.7839 | 4.4401 | 4.4401 | 4.7839 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 274932 | 154237 | -265875 | -102462 | 328273 | -581651 |
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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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