Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156844.0368 | 139795.2615 | 17048.7752 | 86766.8948 | 37022.2028 | 49744.692 |
Total P&L (%) | 156.844 | 139.7953 | 17.0488 | 86.7669 | 37.0222 | 49.7447 |
Avg Daily Profit (%) | 0.3011 | 0.2684 | 0.0327 | 0.12 | 0.0605 | 0.0776 |
Buy And Hold Return (%) | 24.5079 | 24.5079 | 24.5079 | 24.5079 | 24.5079 | 24.5079 |
Max Trade Drawdown | -122391 | -68674 | -84812 | -412927 | -268643 | -259358 |
Profit Factor | 1.2302 | 1.464 | 1.0449 | 1.0552 | 1.0493 | 1.0607 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Losing Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Profitability (%) | 52.6119 | 52.2388 | 52.9851 | 52.6119 | 52.2388 | 52.9851 |
Ratio Avg Win / Avg Loss | 1.1081 | 1.3386 | 0.9271 | 0.9504 | 0.9593 | 0.9412 |
Largest Winning Trade | 32870 | 32870 | 30885 | 46852 | 40389 | 46852 |
Largest Losing Trade | -36945 | -25032 | -36945 | -109599 | -73297 | -109599 |
Avg Bars in Trades | 91 | 74 | 108 | 91 | 74 | 108 |
Avg Bars in Winners | 82 | 71 | 93 | 82 | 71 | 93 |
Avg Bars in Losers | 102 | 79 | 125 | 102 | 79 | 125 |
Bars Traded | 24646 | 10048 | 14598 | 24646 | 10048 | 14598 |
Profit Streak | 7.3696 | 7.3696 | 9.1613 | 7.3696 | 7.3696 | 9.1613 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379046 | 327441 | -487042 | -194092 | -289650 | -250802 |
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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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