Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262457.2623 | 199323.5634 | 63133.6989 | 503573.8251 | 345985.501 | 157588.3241 |
Total P&L (%) | 262.4573 | 199.3236 | 63.1337 | 503.5738 | 345.9855 | 157.5883 |
Avg Daily Profit (%) | 0.5039 | 0.3827 | 0.1212 | 0.3458 | 0.2875 | 0.1818 |
Buy And Hold Return (%) | 73.4397 | 73.4397 | 73.4397 | 73.4397 | 73.4397 | 73.4397 |
Max Trade Drawdown | -77594 | -44578 | -55453 | -278555 | -234600 | -239365 |
Profit Factor | 1.4772 | 1.7268 | 1.229 | 1.2437 | 1.3327 | 1.1536 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Losing Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Profitability (%) | 45.8167 | 45.6 | 46.0317 | 45.8167 | 45.6 | 46.0317 |
Ratio Avg Win / Avg Loss | 1.747 | 2.06 | 1.4409 | 1.4708 | 1.5898 | 1.3525 |
Largest Winning Trade | 69251 | 69251 | 21779 | 155151 | 155151 | 96241 |
Largest Losing Trade | -18127 | -16436 | -18127 | -96000 | -96000 | -88593 |
Avg Bars in Trades | 98 | 96 | 99 | 98 | 96 | 99 |
Avg Bars in Winners | 120 | 121 | 120 | 120 | 121 | 120 |
Avg Bars in Losers | 78 | 76 | 81 | 78 | 76 | 81 |
Bars Traded | 24634 | 12118 | 12516 | 24634 | 12118 | 12516 |
Profit Streak | 6.2285 | 14.2285 | 6.2285 | 6.2285 | 14.2285 | 6.2285 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366488 | 275878 | -198949 | 331662 | 242859 | -51662 |
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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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