Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 549878.8396 | 455467.1779 | 94411.6618 | 1794689.6208 | 1310942.7154 | 483746.9054 |
Total P&L (%) | 549.8788 | 455.4672 | 94.4117 | 1794.6896 | 1310.9427 | 483.7469 |
Avg Daily Profit (%) | 0.3895 | 0.3226 | 0.0669 | 0.2086 | 0.1877 | 0.125 |
Buy And Hold Return (%) | 79.1398 | 79.1398 | 79.1398 | 79.1398 | 79.1398 | 79.1398 |
Max Trade Drawdown | -63463 | -94600 | -60474 | -580451 | -588068 | -413043 |
Profit Factor | 1.7411 | 2.1837 | 1.2643 | 1.3877 | 1.5261 | 1.2264 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 51.1737 | 49.5327 | 52.8302 | 51.1737 | 49.5327 | 52.8302 |
Ratio Avg Win / Avg Loss | 1.6613 | 2.2249 | 1.1289 | 1.324 | 1.5549 | 1.095 |
Largest Winning Trade | 155485 | 155485 | 67245 | 746712 | 746712 | 379858 |
Largest Losing Trade | -35559 | -31533 | -35559 | -251099 | -202901 | -251099 |
Avg Bars in Trades | 38 | 32 | 43 | 38 | 32 | 43 |
Avg Bars in Winners | 49 | 42 | 56 | 49 | 42 | 56 |
Avg Bars in Losers | 26 | 23 | 29 | 26 | 23 | 29 |
Bars Traded | 8135 | 3525 | 4610 | 8135 | 3525 | 4610 |
Profit Streak | 0 | 0 | 499.4825 | 0 | 0 | 499.4825 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510854 | 415543 | -208088 | 359924 | 362077 | -25609 |
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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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