Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193039.817 | 153636.0701 | 39403.7469 | 152943.2977 | 107520.3971 | 45422.9006 |
Total P&L (%) | 193.0398 | 153.6361 | 39.4037 | 152.9433 | 107.5204 | 45.4229 |
Avg Daily Profit (%) | 0.3706 | 0.295 | 0.0757 | 0.1783 | 0.1403 | 0.0719 |
Buy And Hold Return (%) | 28.6968 | 28.6968 | 28.6968 | 28.6968 | 28.6968 | 28.6968 |
Max Trade Drawdown | -68846 | -67307 | -35376 | -226721 | -208207 | -91904 |
Profit Factor | 1.3001 | 1.468 | 1.1251 | 1.1045 | 1.1411 | 1.0648 |
Total Trades | 378 | 189 | 189 | 378 | 189 | 189 |
Winning Trades | 167 | 82 | 85 | 167 | 82 | 85 |
Losing Trades | 211 | 107 | 104 | 211 | 107 | 104 |
Profitability (%) | 44.1799 | 43.3862 | 44.9735 | 44.1799 | 43.3862 | 44.9735 |
Ratio Avg Win / Avg Loss | 1.6427 | 1.9156 | 1.3766 | 1.3955 | 1.489 | 1.3028 |
Largest Winning Trade | 134940 | 134940 | 26802 | 165094 | 165094 | 42602 |
Largest Losing Trade | -13160 | -11940 | -13160 | -39652 | -37051 | -39652 |
Avg Bars in Trades | 65 | 62 | 68 | 65 | 62 | 68 |
Avg Bars in Winners | 90 | 87 | 93 | 90 | 87 | 93 |
Avg Bars in Losers | 45 | 43 | 47 | 45 | 43 | 47 |
Bars Traded | 24711 | 11851 | 12859 | 24711 | 11851 | 12859 |
Profit Streak | 0 | 6.1029 | 0 | 0 | 6.1029 | 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 | 332536 | 271668 | -226616 | -100103 | -75559 | -257957 |
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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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