Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200174.5952 | 151173.8686 | 49000.7265 | 280569.9348 | 118761.0125 | 161808.9222 |
Total P&L (%) | 200.1746 | 151.1739 | 49.0007 | 280.5699 | 118.761 | 161.8089 |
Avg Daily Profit (%) | 0.3843 | 0.2903 | 0.0941 | 0.2569 | 0.1504 | 0.185 |
Buy And Hold Return (%) | 47.7345 | 47.7345 | 47.7345 | 47.7345 | 47.7345 | 47.7345 |
Max Trade Drawdown | -75122 | -49103 | -52502 | -538329 | -352077 | -316122 |
Profit Factor | 1.3106 | 1.4612 | 1.1547 | 1.1103 | 1.089 | 1.1338 |
Total Trades | 379 | 189 | 190 | 379 | 189 | 190 |
Winning Trades | 197 | 102 | 95 | 197 | 102 | 95 |
Losing Trades | 182 | 87 | 95 | 182 | 87 | 95 |
Profitability (%) | 51.9789 | 53.9683 | 50 | 51.9789 | 53.9683 | 50 |
Ratio Avg Win / Avg Loss | 1.2108 | 1.2463 | 1.1547 | 1.0257 | 0.9288 | 1.1338 |
Largest Winning Trade | 37368 | 37368 | 35600 | 135685 | 90958 | 135685 |
Largest Losing Trade | -18343 | -18343 | -14997 | -141262 | -141262 | -88607 |
Avg Bars in Trades | 64 | 66 | 63 | 64 | 66 | 63 |
Avg Bars in Winners | 61 | 58 | 63 | 61 | 58 | 63 |
Avg Bars in Losers | 69 | 74 | 64 | 69 | 74 | 64 |
Bars Traded | 24621 | 12474 | 12147 | 24621 | 12474 | 12147 |
Profit Streak | 0 | 4.5855 | 0 | 0 | 4.5855 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322698 | 276145 | -275376 | -90190 | -119584 | -68760 |
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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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