Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437416.8246 | 362520.9133 | 74895.9113 | 522482.7562 | 247968.1635 | 274514.5927 |
Total P&L (%) | 437.4168 | 362.5209 | 74.8959 | 522.4828 | 247.9682 | 274.5146 |
Avg Daily Profit (%) | 0.3598 | 0.2982 | 0.0616 | 0.1505 | 0.1026 | 0.1087 |
Buy And Hold Return (%) | 35.4291 | 35.4291 | 35.4291 | 35.4291 | 35.4291 | 35.4291 |
Max Trade Drawdown | -87190 | -83552 | -62044 | -1144530 | -900860 | -699548 |
Profit Factor | 1.5903 | 1.9931 | 1.1992 | 1.092 | 1.09 | 1.0939 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 120 | 64 | 56 | 120 | 64 | 56 |
Profitability (%) | 43.128 | 39.6226 | 46.6667 | 43.128 | 39.6226 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.0972 | 3.037 | 1.3706 | 1.44 | 1.661 | 1.2501 |
Largest Winning Trade | 213732 | 213732 | 36448 | 555096 | 555096 | 399844 |
Largest Losing Trade | -25776 | -18243 | -25776 | -199925 | -152867 | -199925 |
Avg Bars in Trades | 67 | 61 | 72 | 67 | 61 | 72 |
Avg Bars in Winners | 102 | 100 | 103 | 102 | 100 | 103 |
Avg Bars in Losers | 40 | 35 | 45 | 40 | 35 | 45 |
Bars Traded | 14142 | 6520 | 7622 | 14142 | 6520 | 7622 |
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 | 373965 | 285817 | -119727 | -113278 | -180677 | -166778 |
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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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