Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268247.8726 | 223339.2449 | 44908.6276 | 303948.9083 | 211750.9871 | 92197.9212 |
Total P&L (%) | 268.2479 | 223.3392 | 44.9086 | 303.9489 | 211.751 | 92.1979 |
Avg Daily Profit (%) | 0.1788 | 0.1489 | 0.0299 | 0.0931 | 0.0758 | 0.0436 |
Buy And Hold Return (%) | 73.0825 | 73.0825 | 73.0825 | 73.0825 | 73.0825 | 73.0825 |
Max Trade Drawdown | -140481 | -99271 | -82810 | -363670 | -297530 | -220022 |
Profit Factor | 1.2015 | 1.3705 | 1.0616 | 1.1124 | 1.1658 | 1.0646 |
Total Trades | 1054 | 527 | 527 | 1054 | 527 | 527 |
Winning Trades | 759 | 393 | 366 | 759 | 393 | 366 |
Losing Trades | 295 | 134 | 161 | 295 | 134 | 161 |
Profitability (%) | 72.0114 | 74.5731 | 69.4497 | 72.0114 | 74.5731 | 69.4497 |
Ratio Avg Win / Avg Loss | 0.467 | 0.4673 | 0.467 | 0.4323 | 0.3975 | 0.4683 |
Largest Winning Trade | 17441 | 12342 | 17441 | 61734 | 42073 | 61734 |
Largest Losing Trade | -40786 | -40786 | -31551 | -138178 | -138178 | -80851 |
Avg Bars in Trades | 16 | 15 | 18 | 16 | 15 | 18 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 36 | 33 | 38 | 36 | 33 | 38 |
Bars Traded | 17901 | 8102 | 9799 | 17901 | 8102 | 9799 |
Profit Streak | 594.4748 | 0 | 597.7248 | 594.4748 | 0 | 597.7248 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441211 | 257975 | -467465 | -159791 | -129043 | -364692 |
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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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