Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206733.2262 | 159662.9705 | 47070.2557 | 268394.1234 | 190859.4917 | 77534.6317 |
Total P&L (%) | 206.7332 | 159.663 | 47.0703 | 268.3941 | 190.8595 | 77.5346 |
Avg Daily Profit (%) | 0.3969 | 0.3066 | 0.0904 | 0.2507 | 0.2052 | 0.1103 |
Buy And Hold Return (%) | 22.5932 | 22.5932 | 22.5932 | 22.5932 | 22.5932 | 22.5932 |
Max Trade Drawdown | -88478 | -65028 | -46938 | -182918 | -156807 | -85716 |
Profit Factor | 1.2731 | 1.4344 | 1.1209 | 1.1934 | 1.2841 | 1.1083 |
Total Trades | 594 | 297 | 297 | 594 | 297 | 297 |
Winning Trades | 268 | 130 | 138 | 268 | 130 | 138 |
Losing Trades | 326 | 167 | 159 | 326 | 167 | 159 |
Profitability (%) | 45.1178 | 43.771 | 46.4646 | 45.1178 | 43.771 | 46.4646 |
Ratio Avg Win / Avg Loss | 1.5486 | 1.8427 | 1.2914 | 1.4517 | 1.6496 | 1.277 |
Largest Winning Trade | 75320 | 75320 | 19315 | 64693 | 64693 | 45431 |
Largest Losing Trade | -13773 | -12681 | -13773 | -53170 | -24422 | -53170 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 54 | 55 | 52 | 54 | 55 | 52 |
Avg Bars in Losers | 31 | 30 | 32 | 31 | 30 | 32 |
Bars Traded | 24725 | 12265 | 12460 | 24725 | 12265 | 12460 |
Profit Streak | 2.7323 | 3.6073 | 2.7323 | 2.7323 | 3.6073 | 2.7323 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375577 | 303437 | -168572 | 13890 | 239190 | -152244 |
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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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