Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219280.2799 | 157716.4126 | 61563.8673 | 453326.5189 | 420933.5385 | 32392.9804 |
Total P&L (%) | 219.2803 | 157.7164 | 61.5639 | 453.3265 | 420.9335 | 32.393 |
Avg Daily Profit (%) | 0.421 | 0.3028 | 0.1182 | 0.329 | 0.3174 | 0.0539 |
Buy And Hold Return (%) | 58.8293 | 58.8293 | 58.8293 | 58.8293 | 58.8293 | 58.8293 |
Max Trade Drawdown | -45920 | -37314 | -51487 | -357661 | -94225 | -386915 |
Profit Factor | 1.5301 | 1.7372 | 1.3083 | 1.3011 | 1.6088 | 1.0398 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Losing Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Profitability (%) | 46.7593 | 47.2222 | 46.2963 | 46.7593 | 47.2222 | 46.2963 |
Ratio Avg Win / Avg Loss | 1.7422 | 1.9415 | 1.5176 | 1.4815 | 1.7981 | 1.2062 |
Largest Winning Trade | 24307 | 24307 | 17860 | 101658 | 101658 | 97041 |
Largest Losing Trade | -20630 | -20630 | -12551 | -100438 | -53159 | -100438 |
Avg Bars in Trades | 114 | 114 | 114 | 114 | 114 | 114 |
Avg Bars in Winners | 130 | 134 | 126 | 130 | 134 | 126 |
Avg Bars in Losers | 99 | 95 | 104 | 99 | 95 | 104 |
Bars Traded | 24690 | 12324 | 12366 | 24690 | 12324 | 12366 |
Profit Streak | 1.4125 | 2.7458 | 0 | 1.4125 | 2.7458 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 228992 | 183443 | -187548 | 199025 | 301222 | -465762 |
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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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