Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224111.0794 | 172724.1668 | 51386.9127 | 351242.2856 | 237450.4051 | 113791.8805 |
Total P&L (%) | 224.1111 | 172.7242 | 51.3869 | 351.2423 | 237.4504 | 113.7919 |
Avg Daily Profit (%) | 0.4303 | 0.3316 | 0.0987 | 0.2897 | 0.2338 | 0.146 |
Buy And Hold Return (%) | 55.0247 | 55.0247 | 55.0247 | 55.0247 | 55.0247 | 55.0247 |
Max Trade Drawdown | -55461 | -49834 | -48041 | -412644 | -258143 | -316977 |
Profit Factor | 1.4391 | 1.6764 | 1.2015 | 1.1663 | 1.2074 | 1.1176 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Losing Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Profitability (%) | 49.1071 | 48.2143 | 50 | 49.1071 | 48.2143 | 50 |
Ratio Avg Win / Avg Loss | 1.4914 | 1.8006 | 1.2015 | 1.2087 | 1.2969 | 1.1176 |
Largest Winning Trade | 50120 | 50120 | 20659 | 223461 | 223461 | 80740 |
Largest Losing Trade | -26743 | -21163 | -26743 | -98505 | -70097 | -98505 |
Avg Bars in Trades | 110 | 116 | 104 | 110 | 116 | 104 |
Avg Bars in Winners | 123 | 120 | 126 | 123 | 120 | 126 |
Avg Bars in Losers | 97 | 111 | 82 | 97 | 111 | 82 |
Bars Traded | 24743 | 13016 | 11727 | 24743 | 13016 | 11727 |
Profit Streak | 0 | 0 | 5.3416 | 0 | 0 | 5.3416 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310401 | 266935 | -227665 | -29367 | 142798 | -95835 |
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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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