Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95035.6614 | 71085.6086 | 23950.0529 | 100479.745 | 45994.5907 | 54485.1543 |
Total P&L (%) | 95.0357 | 71.0856 | 23.9501 | 100.4797 | 45.9946 | 54.4852 |
Avg Daily Profit (%) | 1.8248 | 1.3649 | 0.4599 | 1.3445 | 0.7292 | 0.8386 |
Buy And Hold Return (%) | 25.2412 | 25.2412 | 25.2412 | 25.2412 | 25.2412 | 25.2412 |
Max Trade Drawdown | -52437 | -36688 | -30010 | -117404 | -82399 | -36886 |
Profit Factor | 1.3652 | 1.5281 | 1.1907 | 1.2374 | 1.1968 | 1.2874 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 131 | 53 | 78 | 131 | 53 | 78 |
Losing Trades | 186 | 105 | 81 | 186 | 105 | 81 |
Profitability (%) | 41.3249 | 33.5443 | 49.0566 | 41.3249 | 33.5443 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.9384 | 3.0274 | 1.2365 | 1.7569 | 2.371 | 1.337 |
Largest Winning Trade | 33886 | 33886 | 15459 | 68341 | 68341 | 23161 |
Largest Losing Trade | -13977 | -7050 | -13977 | -16685 | -16685 | -15123 |
Avg Bars in Trades | 78 | 67 | 88 | 78 | 67 | 88 |
Avg Bars in Winners | 94 | 80 | 104 | 94 | 80 | 104 |
Avg Bars in Losers | 66 | 60 | 73 | 66 | 60 | 73 |
Bars Traded | 24744 | 10597 | 14147 | 24744 | 10597 | 14147 |
Profit Streak | 0 | 1.3256 | 0 | 0 | 1.3256 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325029 | 75385 | -168857 | 288797 | -9328 | 173231 |
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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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