Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472721.0027 | 419214.1299 | 53506.8728 | 239966.2583 | 216261.6492 | 23704.6091 |
Total P&L (%) | 472.721 | 419.2141 | 53.5069 | 239.9663 | 216.2616 | 23.7046 |
Avg Daily Profit (%) | 0.2778 | 0.2464 | 0.0314 | 0.0719 | 0.0677 | 0.0125 |
Buy And Hold Return (%) | 105.5024 | 105.5024 | 105.5024 | 105.5024 | 105.5024 | 105.5024 |
Max Trade Drawdown | -98281 | -44367 | -67793 | -845877 | -390901 | -461447 |
Profit Factor | 1.8126 | 2.5221 | 1.1747 | 1.095 | 1.1688 | 1.0191 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Profitability (%) | 44.6701 | 41.8367 | 47.4747 | 44.6701 | 41.8367 | 47.4747 |
Ratio Avg Win / Avg Loss | 2.2451 | 3.5064 | 1.2996 | 1.3563 | 1.625 | 1.1275 |
Largest Winning Trade | 204735 | 204735 | 48006 | 347019 | 347019 | 237790 |
Largest Losing Trade | -74986 | -37768 | -74986 | -224156 | -188716 | -224156 |
Avg Bars in Trades | 32 | 34 | 30 | 32 | 34 | 30 |
Avg Bars in Winners | 45 | 52 | 38 | 45 | 52 | 38 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 6410 | 3369 | 3040 | 6410 | 3369 | 3040 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319984 | 256037 | -346327 | -218975 | -146264 | -542756 |
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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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