Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253140.9084 | 202050.0612 | 51090.8472 | 366626.8187 | 252148.1926 | 114478.6261 |
Total P&L (%) | 253.1409 | 202.0501 | 51.0908 | 366.6268 | 252.1482 | 114.4786 |
Avg Daily Profit (%) | 0.486 | 0.3879 | 0.0981 | 0.2962 | 0.242 | 0.1466 |
Buy And Hold Return (%) | 47.6535 | 47.6535 | 47.6535 | 47.6535 | 47.6535 | 47.6535 |
Max Trade Drawdown | -52191 | -40706 | -38518 | -291746 | -190231 | -185911 |
Profit Factor | 1.439 | 1.7009 | 1.1772 | 1.1927 | 1.2666 | 1.1196 |
Total Trades | 416 | 208 | 208 | 416 | 208 | 208 |
Winning Trades | 185 | 84 | 101 | 185 | 84 | 101 |
Losing Trades | 231 | 124 | 107 | 231 | 124 | 107 |
Profitability (%) | 44.4712 | 40.3846 | 48.5577 | 44.4712 | 40.3846 | 48.5577 |
Ratio Avg Win / Avg Loss | 1.7968 | 2.5109 | 1.2471 | 1.4892 | 1.8697 | 1.1861 |
Largest Winning Trade | 132833 | 132833 | 21897 | 176651 | 176651 | 83923 |
Largest Losing Trade | -11511 | -7600 | -11511 | -58525 | -41780 | -58525 |
Avg Bars in Trades | 59 | 59 | 59 | 59 | 59 | 59 |
Avg Bars in Winners | 76 | 82 | 70 | 76 | 82 | 70 |
Avg Bars in Losers | 45 | 43 | 48 | 45 | 43 | 48 |
Bars Traded | 24645 | 12320 | 12325 | 24645 | 12320 | 12325 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375857 | 240001 | -231580 | -701 | 146048 | -91093 |
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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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