Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457865.7725 | 380565.1189 | 77300.6536 | 411860.1509 | 313687.6403 | 98172.5106 |
Total P&L (%) | 457.8658 | 380.5651 | 77.3007 | 411.8602 | 313.6876 | 98.1725 |
Avg Daily Profit (%) | 0.1924 | 0.1599 | 0.0325 | 0.0686 | 0.0597 | 0.0287 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120125 | -113415 | -181779 | -1476680 | -1132243 | -918076 |
Profit Factor | 1.2971 | 1.5216 | 1.0953 | 1.0459 | 1.0699 | 1.0218 |
Total Trades | 377 | 188 | 189 | 377 | 188 | 189 |
Winning Trades | 163 | 85 | 78 | 163 | 85 | 78 |
Losing Trades | 214 | 103 | 111 | 214 | 103 | 111 |
Profitability (%) | 43.2361 | 45.2128 | 41.2698 | 43.2361 | 45.2128 | 41.2698 |
Ratio Avg Win / Avg Loss | 1.703 | 1.8438 | 1.5587 | 1.3731 | 1.2965 | 1.4542 |
Largest Winning Trade | 73896 | 73896 | 56222 | 291752 | 291752 | 270824 |
Largest Losing Trade | -27170 | -23286 | -27170 | -220843 | -184691 | -220843 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 4725 | 2276 | 2449 | 4725 | 2276 | 2449 |
Profit Streak | 20.2935 | 42.2935 | 20.2935 | 20.2935 | 42.2935 | 20.2935 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338878 | 347744 | -266242 | -270699 | -257006 | -353116 |
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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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