Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365939.3398 | 298298.1843 | 67641.1556 | 984661.4129 | 606659.0599 | 378002.3529 |
Total P&L (%) | 365.9393 | 298.2982 | 67.6412 | 984.6614 | 606.6591 | 378.0024 |
Avg Daily Profit (%) | 0.3513 | 0.2864 | 0.0649 | 0.2291 | 0.1879 | 0.1503 |
Buy And Hold Return (%) | 179.9976 | 179.9976 | 179.9976 | 179.9976 | 179.9976 | 179.9976 |
Max Trade Drawdown | -62073 | -47900 | -54438 | -537374 | -596071 | -333149 |
Profit Factor | 1.6283 | 2.0049 | 1.2369 | 1.3487 | 1.3693 | 1.32 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Losing Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Profitability (%) | 49.1597 | 47.8992 | 50.4202 | 49.1597 | 47.8992 | 50.4202 |
Ratio Avg Win / Avg Loss | 1.684 | 2.1808 | 1.2163 | 1.3948 | 1.4894 | 1.298 |
Largest Winning Trade | 109569 | 109569 | 21369 | 454013 | 454013 | 134967 |
Largest Losing Trade | -16063 | -13436 | -16063 | -159374 | -159374 | -146373 |
Avg Bars in Trades | 103 | 107 | 99 | 103 | 107 | 99 |
Avg Bars in Winners | 132 | 139 | 125 | 132 | 139 | 125 |
Avg Bars in Losers | 75 | 77 | 73 | 75 | 77 | 73 |
Bars Traded | 24636 | 12772 | 11864 | 24636 | 12772 | 11864 |
Profit Streak | 0 | 6.3424 | 0 | 0 | 6.3424 | 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 | 224895 | 94759 | -272489 | 308401 | 190696 | 35878 |
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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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