Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168035.9774 | 126251.8894 | 41784.088 | 186526.8029 | 115051.2423 | 71475.5606 |
Total P&L (%) | 168.036 | 126.2519 | 41.7841 | 186.5268 | 115.0512 | 71.4756 |
Avg Daily Profit (%) | 0.3226 | 0.2424 | 0.0802 | 0.2023 | 0.1471 | 0.1036 |
Buy And Hold Return (%) | 22.2904 | 22.2904 | 22.2904 | 22.2904 | 22.2904 | 22.2904 |
Max Trade Drawdown | -86539 | -48358 | -84195 | -119162 | -91148 | -103097 |
Profit Factor | 1.2836 | 1.4483 | 1.1344 | 1.1767 | 1.2204 | 1.134 |
Total Trades | 346 | 173 | 173 | 346 | 173 | 173 |
Winning Trades | 171 | 82 | 89 | 171 | 82 | 89 |
Losing Trades | 175 | 91 | 84 | 175 | 91 | 84 |
Profitability (%) | 49.422 | 47.3988 | 51.4451 | 49.422 | 47.3988 | 51.4451 |
Ratio Avg Win / Avg Loss | 1.3136 | 1.6072 | 1.0707 | 1.2043 | 1.3543 | 1.0703 |
Largest Winning Trade | 41035 | 41035 | 21601 | 40531 | 40531 | 25925 |
Largest Losing Trade | -26859 | -26859 | -24309 | -43154 | -43154 | -37971 |
Avg Bars in Trades | 71 | 71 | 71 | 71 | 71 | 71 |
Avg Bars in Winners | 75 | 74 | 76 | 75 | 74 | 76 |
Avg Bars in Losers | 67 | 68 | 66 | 67 | 68 | 66 |
Bars Traded | 24675 | 12302 | 12373 | 24675 | 12302 | 12373 |
Profit Streak | 4.1577 | 5.3869 | 0 | 4.1577 | 5.3869 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345424 | 312221 | -166276 | -17536 | 43601 | -130766 |
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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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