Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394201.3492 | 312704.3925 | 81496.9567 | 1112719.5652 | 682588.4788 | 430131.0864 |
Total P&L (%) | 394.2013 | 312.7044 | 81.497 | 1112.7196 | 682.5885 | 430.1311 |
Avg Daily Profit (%) | 0.2187 | 0.1735 | 0.0452 | 0.1386 | 0.1142 | 0.0926 |
Buy And Hold Return (%) | 76.3744 | 76.3744 | 76.3744 | 76.3744 | 76.3744 | 76.3744 |
Max Trade Drawdown | -131203 | -43862 | -177144 | -272521 | -156612 | -182417 |
Profit Factor | 1.4092 | 1.7362 | 1.1513 | 1.3994 | 1.5194 | 1.2923 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 190 | 104 | 86 | 190 | 104 | 86 |
Losing Trades | 200 | 91 | 109 | 200 | 91 | 109 |
Profitability (%) | 48.7179 | 53.3333 | 44.1026 | 48.7179 | 53.3333 | 44.1026 |
Ratio Avg Win / Avg Loss | 1.4833 | 1.5192 | 1.4592 | 1.4731 | 1.3295 | 1.6379 |
Largest Winning Trade | 55653 | 49661 | 55653 | 237541 | 141126 | 237541 |
Largest Losing Trade | -35700 | -20704 | -35700 | -93064 | -78818 | -93064 |
Avg Bars in Trades | 27 | 28 | 25 | 27 | 28 | 25 |
Avg Bars in Winners | 33 | 32 | 33 | 33 | 32 | 33 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 10551 | 5515 | 5036 | 10551 | 5515 | 5036 |
Profit Streak | 615.867 | 641.5337 | 615.867 | 615.867 | 641.5337 | 615.867 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377050 | 398569 | -332125 | -3793 | -36149 | -69713 |
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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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