Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255648.25 | 185787.9795 | 69860.2705 | 415798.5494 | 212775.0884 | 203023.461 |
Total P&L (%) | 255.6483 | 185.788 | 69.8603 | 415.7985 | 212.7751 | 203.0235 |
Avg Daily Profit (%) | 0.4908 | 0.3567 | 0.1341 | 0.3155 | 0.2192 | 0.2131 |
Buy And Hold Return (%) | 24.5459 | 24.5459 | 24.5459 | 24.5459 | 24.5459 | 24.5459 |
Max Trade Drawdown | -56025 | -61522 | -18698 | -241742 | -274268 | -86554 |
Profit Factor | 1.5682 | 1.7076 | 1.3729 | 1.3044 | 1.2593 | 1.3722 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 104 | 48 | 56 | 104 | 48 | 56 |
Losing Trades | 173 | 90 | 83 | 173 | 90 | 83 |
Profitability (%) | 37.5451 | 34.7826 | 40.2878 | 37.5451 | 34.7826 | 40.2878 |
Ratio Avg Win / Avg Loss | 2.6087 | 3.2017 | 2.0349 | 2.1698 | 2.3611 | 2.0338 |
Largest Winning Trade | 133716 | 133716 | 21229 | 189610 | 189610 | 71978 |
Largest Losing Trade | -11714 | -11714 | -10572 | -55470 | -55470 | -47988 |
Avg Bars in Trades | 87 | 120 | 56 | 87 | 120 | 56 |
Avg Bars in Winners | 140 | 198 | 90 | 140 | 198 | 90 |
Avg Bars in Losers | 56 | 78 | 32 | 56 | 78 | 32 |
Bars Traded | 24375 | 16577 | 7798 | 24375 | 16577 | 7798 |
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 | 323199 | 198768 | -20101 | 211190 | 74017 | 174157 |
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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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