Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257614.8123 | 183641.1933 | 73973.619 | 497757.6848 | 336289.8938 | 161467.7911 |
Total P&L (%) | 257.6148 | 183.6412 | 73.9736 | 497.7577 | 336.2899 | 161.4678 |
Avg Daily Profit (%) | 0.4946 | 0.3526 | 0.142 | 0.3439 | 0.2832 | 0.1847 |
Buy And Hold Return (%) | 23.2008 | 23.2008 | 23.2008 | 23.2008 | 23.2008 | 23.2008 |
Max Trade Drawdown | -80319 | -65461 | -45941 | -219345 | -185276 | -145604 |
Profit Factor | 1.3553 | 1.5171 | 1.2 | 1.2915 | 1.4089 | 1.1824 |
Total Trades | 576 | 288 | 288 | 576 | 288 | 288 |
Winning Trades | 272 | 131 | 141 | 272 | 131 | 141 |
Losing Trades | 304 | 157 | 147 | 304 | 157 | 147 |
Profitability (%) | 47.2222 | 45.4861 | 48.9583 | 47.2222 | 45.4861 | 48.9583 |
Ratio Avg Win / Avg Loss | 1.5147 | 1.8182 | 1.251 | 1.4434 | 1.6885 | 1.2327 |
Largest Winning Trade | 75320 | 75320 | 19198 | 89030 | 89030 | 74448 |
Largest Losing Trade | -13773 | -12681 | -13773 | -85212 | -29086 | -85212 |
Avg Bars in Trades | 42 | 42 | 43 | 42 | 42 | 43 |
Avg Bars in Winners | 56 | 57 | 55 | 56 | 57 | 55 |
Avg Bars in Losers | 30 | 30 | 31 | 30 | 30 | 31 |
Bars Traded | 24704 | 12303 | 12401 | 24704 | 12303 | 12401 |
Profit Streak | 2.1936 | 3.0269 | 0 | 2.1936 | 3.0269 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400840 | 322224 | -6952 | 300415 | 277085 | -12485 |
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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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