Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 646953.7905 | 576158.8153 | 70794.9752 | 860416.7873 | 674163.3763 | 186253.411 |
Total P&L (%) | 646.9538 | 576.1588 | 70.795 | 860.4168 | 674.1634 | 186.2534 |
Avg Daily Profit (%) | 0.3513 | 0.3129 | 0.0384 | 0.1229 | 0.1112 | 0.0571 |
Buy And Hold Return (%) | 131.7787 | 131.7787 | 131.7787 | 131.7787 | 131.7787 | 131.7787 |
Max Trade Drawdown | -127626 | -102176 | -74079 | -294484 | -158266 | -170857 |
Profit Factor | 1.98 | 2.8479 | 1.2032 | 1.7892 | 2.3411 | 1.317 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Losing Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Profitability (%) | 54.5918 | 55.102 | 54.0816 | 54.5918 | 55.102 | 54.0816 |
Ratio Avg Win / Avg Loss | 1.6469 | 2.3205 | 1.0216 | 1.4882 | 1.9076 | 1.1182 |
Largest Winning Trade | 400247 | 400247 | 32942 | 203776 | 203776 | 127729 |
Largest Losing Trade | -51070 | -48002 | -51070 | -84268 | -84268 | -75411 |
Avg Bars in Trades | 17 | 19 | 15 | 17 | 19 | 15 |
Avg Bars in Winners | 21 | 20 | 21 | 21 | 20 | 21 |
Avg Bars in Losers | 13 | 18 | 8 | 13 | 18 | 8 |
Bars Traded | 3450 | 1922 | 1528 | 3450 | 1922 | 1528 |
Profit Streak | 0 | 0 | 95.9121 | 0 | 0 | 95.9121 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488811 | 474982 | -305838 | -24627 | -40274 | -151623 |
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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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