Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188358.9289 | 119816.1352 | 68542.7937 | 399977.0641 | 267243.0312 | 132734.0329 |
Total P&L (%) | 188.3589 | 119.8161 | 68.5428 | 399.9771 | 267.243 | 132.734 |
Avg Daily Profit (%) | 0.7233 | 0.4601 | 0.2632 | 0.6199 | 0.5008 | 0.3249 |
Buy And Hold Return (%) | 25.8412 | 25.8412 | 25.8412 | 25.8412 | 25.8412 | 25.8412 |
Max Trade Drawdown | -22991 | -14865 | -22306 | -117057 | -87857 | -94683 |
Profit Factor | 1.7193 | 1.9252 | 1.5179 | 1.3774 | 1.5031 | 1.2511 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 97 | 46 | 51 | 97 | 46 | 51 |
Losing Trades | 148 | 76 | 72 | 148 | 76 | 72 |
Profitability (%) | 39.5918 | 37.7049 | 41.4634 | 39.5918 | 37.7049 | 41.4634 |
Ratio Avg Win / Avg Loss | 2.6233 | 3.1808 | 2.1429 | 2.1016 | 2.4834 | 1.7663 |
Largest Winning Trade | 34149 | 34149 | 22787 | 97222 | 97222 | 54737 |
Largest Losing Trade | -10203 | -7396 | -10203 | -44768 | -31967 | -44768 |
Avg Bars in Trades | 100 | 100 | 100 | 100 | 100 | 100 |
Avg Bars in Winners | 150 | 156 | 144 | 150 | 156 | 144 |
Avg Bars in Losers | 67 | 65 | 69 | 67 | 65 | 69 |
Bars Traded | 24620 | 12228 | 12392 | 24620 | 12228 | 12392 |
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 | 402878 | 195714 | 83698 | 313810 | 223948 | 122387 |
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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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