Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249372.3549 | 188919.1997 | 60453.1552 | 451174.6796 | 295727.1826 | 155447.497 |
Total P&L (%) | 249.3724 | 188.9192 | 60.4532 | 451.1747 | 295.7272 | 155.4475 |
Avg Daily Profit (%) | 0.4788 | 0.3627 | 0.1161 | 0.3283 | 0.2645 | 0.1802 |
Buy And Hold Return (%) | 65.7907 | 65.7907 | 65.7907 | 65.7907 | 65.7907 | 65.7907 |
Max Trade Drawdown | -75103 | -71759 | -45229 | -190924 | -174022 | -90118 |
Profit Factor | 1.3581 | 1.5649 | 1.167 | 1.3093 | 1.4189 | 1.2065 |
Total Trades | 529 | 264 | 265 | 529 | 264 | 265 |
Winning Trades | 236 | 109 | 127 | 236 | 109 | 127 |
Losing Trades | 293 | 155 | 138 | 293 | 155 | 138 |
Profitability (%) | 44.6125 | 41.2879 | 47.9245 | 44.6125 | 41.2879 | 47.9245 |
Ratio Avg Win / Avg Loss | 1.6861 | 2.2253 | 1.2681 | 1.6255 | 2.0177 | 1.311 |
Largest Winning Trade | 70337 | 70337 | 19662 | 95509 | 95509 | 57313 |
Largest Losing Trade | -16079 | -12916 | -16079 | -43903 | -36488 | -43903 |
Avg Bars in Trades | 46 | 44 | 48 | 46 | 44 | 48 |
Avg Bars in Winners | 61 | 59 | 62 | 61 | 59 | 62 |
Avg Bars in Losers | 34 | 34 | 35 | 34 | 34 | 35 |
Bars Traded | 24704 | 11848 | 12856 | 24704 | 11848 | 12856 |
Profit Streak | 14.2065 | 14.3524 | 14.2065 | 14.2065 | 14.3524 | 14.2065 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388833 | 235573 | -240102 | 415065 | 225165 | 108864 |
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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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