Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264982.8885 | 195837.2073 | 69145.6812 | 604776.8475 | 457938.6623 | 146838.1852 |
Total P&L (%) | 264.9829 | 195.8372 | 69.1457 | 604.7768 | 457.9387 | 146.8382 |
Avg Daily Profit (%) | 0.5088 | 0.376 | 0.1328 | 0.3756 | 0.3306 | 0.1736 |
Buy And Hold Return (%) | 80.196 | 80.196 | 80.196 | 80.196 | 80.196 | 80.196 |
Max Trade Drawdown | -44991 | -45324 | -31486 | -333012 | -281366 | -204836 |
Profit Factor | 1.6334 | 1.8793 | 1.3535 | 1.3419 | 1.4652 | 1.1872 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Profitability (%) | 43.4579 | 42.9907 | 43.9252 | 43.4579 | 42.9907 | 43.9252 |
Ratio Avg Win / Avg Loss | 2.1252 | 2.4922 | 1.7278 | 1.7459 | 1.9429 | 1.5155 |
Largest Winning Trade | 67987 | 67987 | 17357 | 221343 | 221343 | 87418 |
Largest Losing Trade | -14881 | -11905 | -14881 | -104373 | -104373 | -91432 |
Avg Bars in Trades | 115 | 123 | 106 | 115 | 123 | 106 |
Avg Bars in Winners | 160 | 171 | 148 | 160 | 171 | 148 |
Avg Bars in Losers | 80 | 87 | 73 | 80 | 87 | 73 |
Bars Traded | 24643 | 13228 | 11415 | 24643 | 13228 | 11415 |
Profit Streak | 0 | 9.82 | 0 | 0 | 9.82 | 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 | 306699 | 210628 | -183248 | 323887 | 258560 | -17355 |
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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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