Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374939.972 | 366564.9662 | 8375.0059 | 149689.8411 | 117676.2042 | 32013.6369 |
Total P&L (%) | 374.94 | 366.565 | 8.375 | 149.6898 | 117.6762 | 32.0136 |
Avg Daily Profit (%) | 0.3599 | 0.3519 | 0.008 | 0.0879 | 0.0747 | 0.0267 |
Buy And Hold Return (%) | 150.2358 | 150.2358 | 150.2358 | 150.2358 | 150.2358 | 150.2358 |
Max Trade Drawdown | -133584 | -105384 | -46556 | -717112 | -625507 | -212493 |
Profit Factor | 1.5331 | 1.7633 | 1.0376 | 1.0588 | 1.0665 | 1.0412 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 139 | 64 | 75 | 139 | 64 | 75 |
Losing Trades | 157 | 84 | 73 | 157 | 84 | 73 |
Profitability (%) | 46.9595 | 43.2432 | 50.6757 | 46.9595 | 43.2432 | 50.6757 |
Ratio Avg Win / Avg Loss | 1.7317 | 2.3143 | 1.0099 | 1.1959 | 1.3997 | 1.0134 |
Largest Winning Trade | 349263 | 349263 | 9184 | 220872 | 220872 | 66365 |
Largest Losing Trade | -22969 | -22969 | -11068 | -184521 | -184521 | -65043 |
Avg Bars in Trades | 82 | 135 | 30 | 82 | 135 | 30 |
Avg Bars in Winners | 113 | 202 | 37 | 113 | 202 | 37 |
Avg Bars in Losers | 55 | 83 | 22 | 55 | 83 | 22 |
Bars Traded | 24479 | 20027 | 4452 | 24479 | 20027 | 4452 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302007 | 198604 | -527157 | -396942 | -409201 | -498315 |
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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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