Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278650.4053 | 222913.1314 | 55737.2739 | 280149.9334 | 233815.1015 | 46334.8319 |
Total P&L (%) | 278.6504 | 222.9131 | 55.7373 | 280.1499 | 233.8151 | 46.3348 |
Avg Daily Profit (%) | 0.2675 | 0.214 | 0.0535 | 0.1283 | 0.1158 | 0.0366 |
Buy And Hold Return (%) | 24.9457 | 24.9457 | 24.9457 | 24.9457 | 24.9457 | 24.9457 |
Max Trade Drawdown | -115212 | -79892 | -45427 | -384948 | -282335 | -183259 |
Profit Factor | 1.62 | 1.8995 | 1.2765 | 1.1932 | 1.2875 | 1.0728 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 89 | 49 | 40 | 89 | 49 | 40 |
Profitability (%) | 45.0617 | 39.5062 | 50.6173 | 45.0617 | 39.5062 | 50.6173 |
Ratio Avg Win / Avg Loss | 1.9751 | 2.9086 | 1.2454 | 1.4548 | 1.9715 | 1.0466 |
Largest Winning Trade | 169327 | 169327 | 23269 | 349097 | 349097 | 87896 |
Largest Losing Trade | -17146 | -16925 | -17146 | -94923 | -94923 | -89126 |
Avg Bars in Trades | 150 | 141 | 159 | 150 | 141 | 159 |
Avg Bars in Winners | 204 | 180 | 223 | 204 | 180 | 223 |
Avg Bars in Losers | 105 | 116 | 92 | 105 | 116 | 92 |
Bars Traded | 24357 | 11474 | 12883 | 24357 | 11474 | 12883 |
Profit Streak | 0 | 0 | 8.1323 | 0 | 0 | 8.1323 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366962 | -4692 | -138050 | -30791 | -53337 | -303558 |
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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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