Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511862.6173 | 417538.7756 | 94323.8417 | 362247.9154 | 364700.8237 | -2452.9083 |
Total P&L (%) | 511.8626 | 417.5388 | 94.3238 | 362.2479 | 364.7008 | -2.4529 |
Avg Daily Profit (%) | 0.2144 | 0.1749 | 0.0395 | 0.0641 | 0.0644 | -0.001 |
Buy And Hold Return (%) | 116.6343 | 116.6343 | 116.6343 | 116.6343 | 116.6343 | 116.6343 |
Max Trade Drawdown | -94004 | -64575 | -143477 | -489000 | -194851 | -335396 |
Profit Factor | 1.3316 | 1.6227 | 1.1081 | 1.1467 | 1.3182 | 0.9981 |
Total Trades | 440 | 220 | 220 | 440 | 220 | 220 |
Winning Trades | 232 | 114 | 118 | 232 | 114 | 118 |
Losing Trades | 208 | 106 | 102 | 208 | 106 | 102 |
Profitability (%) | 52.7273 | 51.8182 | 53.6364 | 52.7273 | 51.8182 | 53.6364 |
Ratio Avg Win / Avg Loss | 1.1939 | 1.5088 | 0.9578 | 1.0281 | 1.2257 | 0.8628 |
Largest Winning Trade | 37948 | 37948 | 31610 | 129658 | 110644 | 129658 |
Largest Losing Trade | -58356 | -35528 | -58356 | -121134 | -121134 | -91821 |
Avg Bars in Trades | 21 | 19 | 23 | 21 | 19 | 23 |
Avg Bars in Winners | 20 | 18 | 23 | 20 | 18 | 23 |
Avg Bars in Losers | 21 | 19 | 24 | 21 | 19 | 24 |
Bars Traded | 9361 | 4185 | 5176 | 9361 | 4185 | 5176 |
Profit Streak | 4.4205 | 10.9205 | 0 | 4.4205 | 10.9205 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347916 | 363116 | -407890 | -166337 | -107595 | -579432 |
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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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