Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92955.8744 | 71487.7861 | 21468.0883 | 79278.3788 | 79943.5207 | -665.1419 |
Total P&L (%) | 92.9559 | 71.4878 | 21.4681 | 79.2784 | 79.9435 | -0.6651 |
Avg Daily Profit (%) | 0.3569 | 0.2745 | 0.0824 | 0.2244 | 0.2258 | -0.0026 |
Buy And Hold Return (%) | 16.3823 | 16.3823 | 16.3823 | 16.3823 | 16.3823 | 16.3823 |
Max Trade Drawdown | -45269 | -26397 | -52698 | -75314 | -45067 | -103677 |
Profit Factor | 1.2622 | 1.437 | 1.1124 | 1.1423 | 1.3186 | 0.9978 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 80.4094 | 80.117 | 80.7018 | 80.4094 | 80.117 | 80.7018 |
Ratio Avg Win / Avg Loss | 0.3075 | 0.3566 | 0.266 | 0.2783 | 0.3272 | 0.2386 |
Largest Winning Trade | 12445 | 12445 | 10593 | 13506 | 13506 | 9918 |
Largest Losing Trade | -34699 | -19914 | -34699 | -73858 | -39811 | -73858 |
Avg Bars in Trades | 71 | 70 | 73 | 71 | 70 | 73 |
Avg Bars in Winners | 31 | 29 | 32 | 31 | 29 | 32 |
Avg Bars in Losers | 239 | 235 | 245 | 239 | 235 | 245 |
Bars Traded | 24604 | 11970 | 12634 | 24604 | 11970 | 12634 |
Profit Streak | 0 | 4.4773 | 0 | 0 | 4.4773 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381103 | 322626 | -247420 | -55003 | 298111 | -577598 |
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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) |
---|