Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205210.8613 | 157672.3287 | 47538.5325 | 353874.5885 | 253949.0929 | 99925.4956 |
Total P&L (%) | 205.2109 | 157.6723 | 47.5385 | 353.8746 | 253.9491 | 99.9255 |
Avg Daily Profit (%) | 0.197 | 0.1514 | 0.0456 | 0.1453 | 0.1214 | 0.0665 |
Buy And Hold Return (%) | 71.0678 | 71.0678 | 71.0678 | 71.0678 | 71.0678 | 71.0678 |
Max Trade Drawdown | -75801 | -50457 | -36188 | -160562 | -119034 | -84363 |
Profit Factor | 1.4862 | 1.6332 | 1.2747 | 1.3858 | 1.4418 | 1.2919 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 130 | 63 | 67 | 130 | 63 | 67 |
Losing Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Profitability (%) | 55.3191 | 53.8462 | 56.7797 | 55.3191 | 53.8462 | 56.7797 |
Ratio Avg Win / Avg Loss | 1.2004 | 1.3999 | 0.9703 | 1.1193 | 1.2358 | 0.9834 |
Largest Winning Trade | 31152 | 31152 | 11324 | 57909 | 57909 | 22172 |
Largest Losing Trade | -23964 | -23964 | -18594 | -83550 | -83550 | -45757 |
Avg Bars in Trades | 104 | 164 | 43 | 104 | 164 | 43 |
Avg Bars in Winners | 83 | 122 | 45 | 83 | 122 | 45 |
Avg Bars in Losers | 130 | 214 | 41 | 130 | 214 | 41 |
Bars Traded | 24471 | 19302 | 5169 | 24471 | 19302 | 5169 |
Profit Streak | 9.3316 | 9.8733 | 9.3316 | 9.3316 | 9.8733 | 9.3316 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310922 | 168288 | -298167 | 116629 | -31649 | -143878 |
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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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