Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442749.5476 | 351702.2067 | 91047.3409 | 1109943.0792 | 1109840.1457 | 102.9335 |
Total P&L (%) | 442.7495 | 351.7022 | 91.0473 | 1109.9431 | 1109.8401 | 0.1029 |
Avg Daily Profit (%) | 0.2126 | 0.1689 | 0.0437 | 0.1198 | 0.1198 | 0 |
Buy And Hold Return (%) | 89.6991 | 89.6991 | 89.6991 | 89.6991 | 89.6991 | 89.6991 |
Max Trade Drawdown | -104145 | -52708 | -106525 | -721061 | -631929 | -439769 |
Profit Factor | 1.4477 | 1.7598 | 1.1731 | 1.2557 | 1.504 | 1 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 159 | 81 | 78 | 159 | 81 | 78 |
Losing Trades | 167 | 82 | 85 | 167 | 82 | 85 |
Profitability (%) | 48.773 | 49.6933 | 47.8528 | 48.773 | 49.6933 | 47.8528 |
Ratio Avg Win / Avg Loss | 1.5206 | 1.7815 | 1.2784 | 1.3189 | 1.5225 | 1.0898 |
Largest Winning Trade | 46999 | 38567 | 46999 | 382577 | 382577 | 251792 |
Largest Losing Trade | -53809 | -32308 | -53809 | -439769 | -310055 | -439769 |
Avg Bars in Trades | 75 | 82 | 69 | 75 | 82 | 69 |
Avg Bars in Winners | 96 | 101 | 90 | 96 | 101 | 90 |
Avg Bars in Losers | 56 | 62 | 50 | 56 | 62 | 50 |
Bars Traded | 24760 | 13373 | 11388 | 24760 | 13373 | 11388 |
Profit Streak | 29.1631 | 30.6631 | 0 | 29.1631 | 30.6631 | 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 | 367344 | 328265 | -326260 | -31087 | -29512 | -579529 |
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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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