Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334261.3451 | 229208.3175 | 105053.0275 | 1131129.2647 | 686234.0396 | 444895.2251 |
Total P&L (%) | 334.2613 | 229.2083 | 105.053 | 1131.1293 | 686.234 | 444.8952 |
Avg Daily Profit (%) | 0.6418 | 0.4401 | 0.2017 | 0.4832 | 0.3967 | 0.3261 |
Buy And Hold Return (%) | 38.973 | 38.973 | 38.973 | 38.973 | 38.973 | 38.973 |
Max Trade Drawdown | -54607 | -39371 | -27997 | -413606 | -275279 | -344986 |
Profit Factor | 1.6933 | 1.921 | 1.4504 | 1.3644 | 1.4201 | 1.3025 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Losing Trades | 133 | 68 | 65 | 133 | 68 | 65 |
Profitability (%) | 43.8819 | 42.3729 | 45.3782 | 43.8819 | 42.3729 | 45.3782 |
Ratio Avg Win / Avg Loss | 2.1655 | 2.6126 | 1.7458 | 1.7449 | 1.9314 | 1.5678 |
Largest Winning Trade | 84838 | 84838 | 27064 | 317159 | 317159 | 178334 |
Largest Losing Trade | -13391 | -13391 | -13016 | -121746 | -109358 | -121746 |
Avg Bars in Trades | 103 | 105 | 102 | 103 | 105 | 102 |
Avg Bars in Winners | 139 | 136 | 142 | 139 | 136 | 142 |
Avg Bars in Losers | 76 | 82 | 69 | 76 | 82 | 69 |
Bars Traded | 24609 | 12419 | 12190 | 24609 | 12419 | 12190 |
Profit Streak | 0 | 5.9798 | 0 | 0 | 5.9798 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464310 | 341904 | 135487 | 372198 | 308537 | 262966 |
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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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