Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95239.4029 | 72181.866 | 23057.5369 | 74215.2148 | 100400.6377 | -26185.4229 |
Total P&L (%) | 95.2394 | 72.1819 | 23.0575 | 74.2152 | 100.4006 | -26.1854 |
Avg Daily Profit (%) | 0.3657 | 0.2772 | 0.0885 | 0.2134 | 0.2673 | -0.1165 |
Buy And Hold Return (%) | 14.8926 | 14.8926 | 14.8926 | 14.8926 | 14.8926 | 14.8926 |
Max Trade Drawdown | -50358 | -33333 | -55062 | -129824 | -67888 | -131713 |
Profit Factor | 1.194 | 1.3302 | 1.0847 | 1.0761 | 1.237 | 0.9526 |
Total Trades | 484 | 242 | 242 | 484 | 242 | 242 |
Winning Trades | 367 | 188 | 179 | 367 | 188 | 179 |
Losing Trades | 117 | 54 | 63 | 117 | 54 | 63 |
Profitability (%) | 75.8264 | 77.686 | 73.9669 | 75.8264 | 77.686 | 73.9669 |
Ratio Avg Win / Avg Loss | 0.3806 | 0.3821 | 0.3818 | 0.343 | 0.3553 | 0.3353 |
Largest Winning Trade | 9115 | 8178 | 9115 | 12966 | 12966 | 12730 |
Largest Losing Trade | -39691 | -16974 | -39691 | -96322 | -29765 | -96322 |
Avg Bars in Trades | 51 | 50 | 51 | 51 | 50 | 51 |
Avg Bars in Winners | 25 | 25 | 24 | 25 | 25 | 24 |
Avg Bars in Losers | 132 | 135 | 129 | 132 | 135 | 129 |
Bars Traded | 24685 | 12188 | 12497 | 24685 | 12188 | 12497 |
Profit Streak | 0 | 0 | 7.3401 | 0 | 0 | 7.3401 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 155312 | 299408 | -209579 | -127667 | 322566 | -576646 |
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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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