Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612750.6405 | 499221.9345 | 113528.706 | 2417211.0632 | 2354722.2323 | 62488.8309 |
Total P&L (%) | 612.7506 | 499.2219 | 113.5287 | 2417.2111 | 2354.7222 | 62.4888 |
Avg Daily Profit (%) | 0.3361 | 0.2738 | 0.0623 | 0.1771 | 0.1757 | 0.0266 |
Buy And Hold Return (%) | 103.0965 | 103.0965 | 103.0965 | 103.0965 | 103.0965 | 103.0965 |
Max Trade Drawdown | -93070 | -68078 | -96738 | -1201177 | -1069386 | -1202178 |
Profit Factor | 1.592 | 1.9983 | 1.2122 | 1.2916 | 1.6031 | 1.0143 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Losing Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Profitability (%) | 54.9296 | 55.6604 | 54.2056 | 54.9296 | 55.6604 | 54.2056 |
Ratio Avg Win / Avg Loss | 1.3063 | 1.5919 | 1.0241 | 1.0598 | 1.2771 | 0.8569 |
Largest Winning Trade | 100973 | 100973 | 41553 | 608412 | 608412 | 394312 |
Largest Losing Trade | -36844 | -36844 | -34014 | -524791 | -373022 | -524791 |
Avg Bars in Trades | 16 | 13 | 19 | 16 | 13 | 19 |
Avg Bars in Winners | 19 | 13 | 24 | 19 | 13 | 24 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 3471 | 1399 | 2072 | 3471 | 1399 | 2072 |
Profit Streak | 0 | 19.071 | 0 | 0 | 19.071 | 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 | 446290 | 427489 | -243967 | 356630 | 397888 | -529037 |
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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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