Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226403.5501 | 177706.6485 | 48696.9016 | 350091.1691 | 273114.0765 | 76977.0926 |
Total P&L (%) | 226.4036 | 177.7066 | 48.6969 | 350.0912 | 273.1141 | 76.9771 |
Avg Daily Profit (%) | 0.4347 | 0.3412 | 0.0935 | 0.2892 | 0.2531 | 0.1097 |
Buy And Hold Return (%) | 66.6502 | 66.6502 | 66.6502 | 66.6502 | 66.6502 | 66.6502 |
Max Trade Drawdown | -51634 | -52218 | -32499 | -241579 | -235331 | -141431 |
Profit Factor | 1.3431 | 1.5243 | 1.1518 | 1.1638 | 1.2405 | 1.0769 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 179 | 85 | 94 | 179 | 85 | 94 |
Losing Trades | 205 | 107 | 98 | 205 | 107 | 98 |
Profitability (%) | 46.6146 | 44.2708 | 48.9583 | 46.6146 | 44.2708 | 48.9583 |
Ratio Avg Win / Avg Loss | 1.5382 | 1.9188 | 1.2008 | 1.3328 | 1.5615 | 1.1227 |
Largest Winning Trade | 40616 | 40616 | 29617 | 140930 | 140930 | 122686 |
Largest Losing Trade | -20472 | -14101 | -20472 | -111582 | -58909 | -111582 |
Avg Bars in Trades | 64 | 65 | 63 | 64 | 65 | 63 |
Avg Bars in Winners | 77 | 79 | 75 | 77 | 79 | 75 |
Avg Bars in Losers | 53 | 55 | 50 | 53 | 55 | 50 |
Bars Traded | 24710 | 12603 | 12107 | 24710 | 12603 | 12107 |
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 | 304174 | 202996 | -288035 | -33016 | 159261 | -300677 |
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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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