Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590225.3607 | 545941.0943 | 44284.2664 | 81796.8348 | 109747.6047 | -27950.7699 |
Total P&L (%) | 590.2254 | 545.9411 | 44.2843 | 81.7968 | 109.7476 | -27.9508 |
Avg Daily Profit (%) | 0.3057 | 0.2827 | 0.0229 | 0.031 | 0.0384 | -0.017 |
Buy And Hold Return (%) | 11.7735 | 11.7735 | 11.7735 | 11.7735 | 11.7735 | 11.7735 |
Max Trade Drawdown | -113175 | -108042 | -133060 | -139592 | -117741 | -165759 |
Profit Factor | 1.4617 | 1.9222 | 1.0645 | 1.0608 | 1.1795 | 0.9619 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 130 | 49 | 81 | 130 | 49 | 81 |
Losing Trades | 135 | 84 | 51 | 135 | 84 | 51 |
Profitability (%) | 49.0566 | 36.8421 | 61.3636 | 49.0566 | 36.8421 | 61.3636 |
Ratio Avg Win / Avg Loss | 1.5179 | 3.2952 | 0.6703 | 1.1016 | 2.022 | 0.6056 |
Largest Winning Trade | 302249 | 302249 | 47117 | 135250 | 135250 | 44855 |
Largest Losing Trade | -47600 | -23142 | -47600 | -80452 | -31464 | -80452 |
Avg Bars in Trades | 21 | 17 | 25 | 21 | 17 | 25 |
Avg Bars in Winners | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Losers | 15 | 13 | 19 | 15 | 13 | 19 |
Bars Traded | 5696 | 2388 | 3308 | 5696 | 2388 | 3308 |
Profit Streak | 0 | 0 | 23.3388 | 0 | 0 | 23.3388 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447163 | 264753 | -313791 | -303878 | -168635 | -578685 |
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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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