Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251928.6586 | 185264.7922 | 66663.8664 | 354507.0511 | 227007.2036 | 127499.8475 |
Total P&L (%) | 251.9287 | 185.2648 | 66.6639 | 354.5071 | 227.0072 | 127.4998 |
Avg Daily Profit (%) | 0.4837 | 0.3557 | 0.128 | 0.2911 | 0.2277 | 0.1579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59780 | -49319 | -48709 | -363674 | -278932 | -202579 |
Profit Factor | 1.4784 | 1.7216 | 1.247 | 1.1759 | 1.2319 | 1.123 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 40 | 37.1795 | 42.8571 | 40 | 37.1795 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.2176 | 2.909 | 1.6627 | 1.7638 | 2.0815 | 1.4973 |
Largest Winning Trade | 59619 | 59619 | 28193 | 147844 | 108194 | 147844 |
Largest Losing Trade | -31915 | -13090 | -31915 | -113415 | -86550 | -113415 |
Avg Bars in Trades | 157 | 157 | 158 | 157 | 157 | 158 |
Avg Bars in Winners | 230 | 232 | 228 | 230 | 232 | 228 |
Avg Bars in Losers | 109 | 113 | 105 | 109 | 113 | 105 |
Bars Traded | 24480 | 12299 | 12180 | 24480 | 12299 | 12180 |
Profit Streak | 0 | 0 | 18.6319 | 0 | 0 | 18.6319 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312681 | -27797 | -66240 | -21181 | -31375 | -122723 |
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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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