Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490829.9078 | 331873.9514 | 158955.9564 | 1140529.8457 | 268059.4324 | 872470.4133 |
Total P&L (%) | 490.8299 | 331.874 | 158.956 | 1140.5298 | 268.0594 | 872.4704 |
Avg Daily Profit (%) | 0.2659 | 0.1798 | 0.0861 | 0.1365 | 0.0706 | 0.1233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107292 | -74050 | -103212 | -924938 | -483139 | -578526 |
Profit Factor | 1.5975 | 1.7945 | 1.3937 | 1.3011 | 1.1343 | 1.4869 |
Total Trades | 323 | 162 | 161 | 323 | 162 | 161 |
Winning Trades | 136 | 62 | 74 | 136 | 62 | 74 |
Losing Trades | 187 | 100 | 87 | 187 | 100 | 87 |
Profitability (%) | 42.1053 | 38.2716 | 45.9627 | 42.1053 | 38.2716 | 45.9627 |
Ratio Avg Win / Avg Loss | 2.1966 | 2.8943 | 1.6385 | 1.789 | 1.8295 | 1.7482 |
Largest Winning Trade | 115852 | 115852 | 47615 | 302976 | 302976 | 259679 |
Largest Losing Trade | -35629 | -35629 | -28522 | -291499 | -151959 | -291499 |
Avg Bars in Trades | 67 | 46 | 89 | 67 | 46 | 89 |
Avg Bars in Winners | 113 | 80 | 141 | 113 | 80 | 141 |
Avg Bars in Losers | 34 | 25 | 45 | 34 | 25 | 45 |
Bars Traded | 21860 | 7479 | 14381 | 21860 | 7479 | 14381 |
Profit Streak | 0 | 0 | 8.0298 | 0 | 0 | 8.0298 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353390 | 237030 | -76819 | -10541 | -174594 | -26241 |
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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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