Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313414.4212 | 227113.4007 | 86301.0205 | 895179.5598 | 608344.1667 | 286835.3931 |
Total P&L (%) | 313.4144 | 227.1134 | 86.301 | 895.1796 | 608.3442 | 286.8354 |
Avg Daily Profit (%) | 0.6018 | 0.4361 | 0.1657 | 0.4421 | 0.3766 | 0.2601 |
Buy And Hold Return (%) | 84.6114 | 84.6114 | 84.6114 | 84.6114 | 84.6114 | 84.6114 |
Max Trade Drawdown | -43761 | -28343 | -40802 | -510186 | -305353 | -375731 |
Profit Factor | 1.5848 | 1.8482 | 1.3218 | 1.339 | 1.4644 | 1.2156 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 146 | 71 | 75 | 146 | 71 | 75 |
Losing Trades | 178 | 91 | 87 | 178 | 91 | 87 |
Profitability (%) | 45.0617 | 43.8272 | 46.2963 | 45.0617 | 43.8272 | 46.2963 |
Ratio Avg Win / Avg Loss | 1.9321 | 2.3689 | 1.5332 | 1.6325 | 1.877 | 1.41 |
Largest Winning Trade | 93023 | 93023 | 21546 | 275181 | 275181 | 161970 |
Largest Losing Trade | -11398 | -11398 | -10937 | -111217 | -111217 | -86267 |
Avg Bars in Trades | 76 | 76 | 76 | 76 | 76 | 76 |
Avg Bars in Winners | 102 | 101 | 103 | 102 | 101 | 103 |
Avg Bars in Losers | 54 | 56 | 53 | 54 | 56 | 53 |
Bars Traded | 24742 | 12324 | 12419 | 24742 | 12324 | 12419 |
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 | 385557 | 254809 | -152625 | 386845 | 326549 | 115991 |
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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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