Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221347.7464 | 169312.4055 | 52035.3409 | 382781.2595 | 300697.6992 | 82083.5604 |
Total P&L (%) | 221.3477 | 169.3124 | 52.0353 | 382.7813 | 300.6977 | 82.0836 |
Avg Daily Profit (%) | 0.425 | 0.3251 | 0.0999 | 0.3027 | 0.2669 | 0.1151 |
Buy And Hold Return (%) | 86.6909 | 86.6909 | 86.6909 | 86.6909 | 86.6909 | 86.6909 |
Max Trade Drawdown | -64617 | -44287 | -88336 | -89201 | -70449 | -90256 |
Profit Factor | 1.4223 | 1.7533 | 1.1738 | 1.4388 | 1.7999 | 1.1654 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Losing Trades | 126 | 60 | 66 | 126 | 60 | 66 |
Profitability (%) | 49.3976 | 51.6129 | 47.2 | 49.3976 | 51.6129 | 47.2 |
Ratio Avg Win / Avg Loss | 1.457 | 1.6437 | 1.3131 | 1.4739 | 1.6874 | 1.3037 |
Largest Winning Trade | 34283 | 34283 | 22484 | 61475 | 61475 | 40183 |
Largest Losing Trade | -24606 | -24606 | -19507 | -49063 | -41940 | -49063 |
Avg Bars in Trades | 98 | 98 | 99 | 98 | 98 | 99 |
Avg Bars in Winners | 115 | 112 | 118 | 115 | 112 | 118 |
Avg Bars in Losers | 82 | 83 | 81 | 82 | 83 | 81 |
Bars Traded | 24632 | 12234 | 12398 | 24632 | 12234 | 12398 |
Profit Streak | 5.8878 | 13.4503 | 5.8878 | 5.8878 | 13.4503 | 5.8878 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307371 | 191019 | -255883 | 332986 | 338607 | -244858 |
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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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