Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592037.6228 | 545341.5447 | 46696.0781 | 693362.5039 | 448491.5507 | 244870.9532 |
Total P&L (%) | 592.0376 | 545.3415 | 46.6961 | 693.3625 | 448.4916 | 244.871 |
Avg Daily Profit (%) | 0.2842 | 0.2618 | 0.0224 | 0.0995 | 0.0817 | 0.0594 |
Buy And Hold Return (%) | 82.505 | 82.505 | 82.505 | 82.505 | 82.505 | 82.505 |
Max Trade Drawdown | -122292 | -83739 | -241559 | -994062 | -667402 | -617662 |
Profit Factor | 1.2275 | 1.4543 | 1.0333 | 1.0537 | 1.071 | 1.0371 |
Total Trades | 1075 | 538 | 537 | 1075 | 538 | 537 |
Winning Trades | 396 | 195 | 201 | 396 | 195 | 201 |
Losing Trades | 679 | 343 | 336 | 679 | 343 | 336 |
Profitability (%) | 36.8372 | 36.2454 | 37.4302 | 36.8372 | 36.2454 | 37.4302 |
Ratio Avg Win / Avg Loss | 2.1047 | 2.558 | 1.7273 | 1.8067 | 1.8839 | 1.7337 |
Largest Winning Trade | 94492 | 94492 | 60359 | 319213 | 319213 | 288217 |
Largest Losing Trade | -25066 | -24212 | -25066 | -167841 | -167841 | -166513 |
Avg Bars in Trades | 23 | 22 | 23 | 23 | 22 | 23 |
Avg Bars in Winners | 41 | 39 | 42 | 41 | 39 | 42 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 24912 | 12206 | 12706 | 24912 | 12206 | 12706 |
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 | 364151 | 274598 | -513846 | -219508 | -229002 | -297623 |
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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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