Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294099.2923 | 199621.4531 | 94477.8392 | 729724.3517 | 509666.9165 | 220057.4352 |
Total P&L (%) | 294.0993 | 199.6215 | 94.4778 | 729.7244 | 509.6669 | 220.0574 |
Avg Daily Profit (%) | 0.5647 | 0.3833 | 0.1814 | 0.4071 | 0.3477 | 0.2236 |
Buy And Hold Return (%) | 44.07 | 44.07 | 44.07 | 44.07 | 44.07 | 44.07 |
Max Trade Drawdown | -41596 | -45435 | -25930 | -301817 | -265563 | -197363 |
Profit Factor | 1.4238 | 1.5338 | 1.2952 | 1.241 | 1.317 | 1.155 |
Total Trades | 562 | 281 | 281 | 562 | 281 | 281 |
Winning Trades | 207 | 107 | 100 | 207 | 107 | 100 |
Losing Trades | 355 | 174 | 181 | 355 | 174 | 181 |
Profitability (%) | 36.8327 | 38.0783 | 35.5872 | 36.8327 | 38.0783 | 35.5872 |
Ratio Avg Win / Avg Loss | 2.4418 | 2.4942 | 2.3444 | 2.1284 | 2.1417 | 2.0905 |
Largest Winning Trade | 90694 | 90694 | 17240 | 203966 | 203966 | 81180 |
Largest Losing Trade | -10067 | -10067 | -9614 | -71656 | -64201 | -71656 |
Avg Bars in Trades | 44 | 45 | 43 | 44 | 45 | 43 |
Avg Bars in Winners | 73 | 74 | 72 | 73 | 74 | 72 |
Avg Bars in Losers | 26 | 27 | 26 | 26 | 27 | 26 |
Bars Traded | 24782 | 12666 | 12116 | 24782 | 12666 | 12116 |
Profit Streak | 0 | 6.7397 | 0 | 0 | 6.7397 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349873 | 232421 | -2561 | 284017 | 251835 | -47697 |
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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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