Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151130.7867 | 121664.9608 | 29465.8259 | 113947.6995 | 70132.3025 | 43815.3971 |
Total P&L (%) | 151.1308 | 121.665 | 29.4658 | 113.9477 | 70.1323 | 43.8154 |
Avg Daily Profit (%) | 0.2902 | 0.2336 | 0.0566 | 0.1461 | 0.1021 | 0.0698 |
Buy And Hold Return (%) | 20.0021 | 20.0021 | 20.0021 | 20.0021 | 20.0021 | 20.0021 |
Max Trade Drawdown | -78264 | -32789 | -53522 | -282605 | -111112 | -185815 |
Profit Factor | 1.3169 | 1.5145 | 1.1225 | 1.0993 | 1.117 | 1.08 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 134 | 64 | 70 | 134 | 64 | 70 |
Losing Trades | 142 | 74 | 68 | 142 | 74 | 68 |
Profitability (%) | 48.5507 | 46.3768 | 50.7246 | 48.5507 | 46.3768 | 50.7246 |
Ratio Avg Win / Avg Loss | 1.3955 | 1.7511 | 1.0905 | 1.165 | 1.2915 | 1.0492 |
Largest Winning Trade | 114825 | 114825 | 22373 | 129781 | 129781 | 49828 |
Largest Losing Trade | -17851 | -17851 | -13480 | -68833 | -68833 | -47031 |
Avg Bars in Trades | 89 | 87 | 90 | 89 | 87 | 90 |
Avg Bars in Winners | 111 | 114 | 108 | 111 | 114 | 108 |
Avg Bars in Losers | 69 | 64 | 73 | 69 | 64 | 73 |
Bars Traded | 24682 | 12127 | 12555 | 24682 | 12127 | 12555 |
Profit Streak | 0 | 2.8734 | 0 | 0 | 2.8734 | 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 | 320041 | 229281 | -222353 | -109787 | -154661 | -238547 |
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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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