Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214549.2476 | 148234.4199 | 66314.8277 | 406952.7527 | 217026.9314 | 189925.8213 |
Total P&L (%) | 214.5492 | 148.2344 | 66.3148 | 406.9528 | 217.0269 | 189.9258 |
Avg Daily Profit (%) | 2.4715 | 1.7076 | 0.7639 | 1.8875 | 1.338 | 1.2337 |
Buy And Hold Return (%) | 33.8762 | 33.8762 | 33.8762 | 33.8762 | 33.8762 | 33.8762 |
Max Trade Drawdown | -31401 | -19416 | -12893 | -148758 | -97270 | -59610 |
Profit Factor | 2.8303 | 3.3254 | 2.2402 | 1.9532 | 1.9561 | 1.95 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 44.4444 | 37.5 | 51.2195 | 44.4444 | 37.5 | 51.2195 |
Ratio Avg Win / Avg Loss | 3.5379 | 5.5423 | 2.1335 | 2.4416 | 3.2602 | 1.8571 |
Largest Winning Trade | 107496 | 107496 | 16952 | 203821 | 203821 | 68089 |
Largest Losing Trade | -12273 | -9642 | -12273 | -52702 | -36596 | -52702 |
Avg Bars in Trades | 304 | 272 | 336 | 304 | 272 | 336 |
Avg Bars in Winners | 456 | 458 | 454 | 456 | 458 | 454 |
Avg Bars in Losers | 183 | 160 | 212 | 183 | 160 | 212 |
Bars Traded | 24687 | 10894 | 13793 | 24687 | 10894 | 13793 |
Profit Streak | 0 | 7.0874 | 0 | 0 | 7.0874 | 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 | -1226 | 445635 | 280077 | -2981 | 392688 | 509316 |
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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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