Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253854.7916 | 129621.0823 | 124233.7093 | 471545.6457 | 267323.4761 | 204222.1696 |
Total P&L (%) | 253.8548 | 129.6211 | 124.2337 | 471.5456 | 267.3235 | 204.2222 |
Avg Daily Profit (%) | 0.4874 | 0.2489 | 0.2385 | 0.3353 | 0.2501 | 0.2138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50391 | -65978 | -32133 | -218392 | -203436 | -147152 |
Profit Factor | 1.3252 | 1.3405 | 1.3107 | 1.2216 | 1.2565 | 1.1882 |
Total Trades | 490 | 245 | 245 | 490 | 245 | 245 |
Winning Trades | 182 | 95 | 87 | 182 | 95 | 87 |
Losing Trades | 308 | 150 | 158 | 308 | 150 | 158 |
Profitability (%) | 37.1429 | 38.7755 | 35.5102 | 37.1429 | 38.7755 | 35.5102 |
Ratio Avg Win / Avg Loss | 2.2427 | 2.1165 | 2.3804 | 2.0674 | 1.9839 | 2.1578 |
Largest Winning Trade | 45328 | 45328 | 33691 | 115988 | 115988 | 68672 |
Largest Losing Trade | -13488 | -10443 | -13488 | -63784 | -48147 | -63784 |
Avg Bars in Trades | 50 | 48 | 52 | 50 | 48 | 52 |
Avg Bars in Winners | 93 | 87 | 100 | 93 | 87 | 100 |
Avg Bars in Losers | 25 | 23 | 26 | 25 | 23 | 26 |
Bars Traded | 24870 | 11933 | 12937 | 24870 | 11933 | 12937 |
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 | 303064 | 189850 | 134402 | 233455 | 171751 | -10186 |
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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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