Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271027.9001 | 216387.7627 | 54640.1374 | 281328.4203 | 185956.7924 | 95371.6279 |
Total P&L (%) | 271.0279 | 216.3878 | 54.6401 | 281.3284 | 185.9568 | 95.3716 |
Avg Daily Profit (%) | 0.1807 | 0.1443 | 0.0364 | 0.0893 | 0.0701 | 0.0447 |
Buy And Hold Return (%) | 85.6138 | 85.6138 | 85.6138 | 85.6138 | 85.6138 | 85.6138 |
Max Trade Drawdown | -128348 | -76697 | -88317 | -365731 | -224899 | -187204 |
Profit Factor | 1.2497 | 1.4323 | 1.0934 | 1.129 | 1.1737 | 1.0859 |
Total Trades | 784 | 392 | 392 | 784 | 392 | 392 |
Winning Trades | 601 | 309 | 292 | 601 | 309 | 292 |
Losing Trades | 183 | 83 | 100 | 183 | 83 | 100 |
Profitability (%) | 76.6582 | 78.8265 | 74.4898 | 76.6582 | 78.8265 | 74.4898 |
Ratio Avg Win / Avg Loss | 0.3805 | 0.3847 | 0.3745 | 0.3438 | 0.3153 | 0.3719 |
Largest Winning Trade | 14455 | 13772 | 14455 | 23480 | 21452 | 23480 |
Largest Losing Trade | -42891 | -42891 | -36746 | -93267 | -93267 | -89255 |
Avg Bars in Trades | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Winners | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Losers | 56 | 53 | 59 | 56 | 53 | 59 |
Bars Traded | 17532 | 7963 | 9569 | 17532 | 7963 | 9569 |
Profit Streak | 0 | 604.4579 | 0 | 0 | 604.4579 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390498 | 74702 | -424501 | -148661 | -129393 | -386318 |
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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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