Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114776.8892 | 78988.0335 | 35788.8557 | 156571.8918 | 114137.1451 | 42434.7467 |
Total P&L (%) | 114.7769 | 78.988 | 35.7889 | 156.5719 | 114.1371 | 42.4347 |
Avg Daily Profit (%) | 0.4407 | 0.3033 | 0.1374 | 0.3625 | 0.2928 | 0.1359 |
Buy And Hold Return (%) | 20.8292 | 20.8292 | 20.8292 | 20.8292 | 20.8292 | 20.8292 |
Max Trade Drawdown | -41127 | -24831 | -33469 | -101917 | -62830 | -84346 |
Profit Factor | 1.2997 | 1.4099 | 1.1881 | 1.1891 | 1.2742 | 1.1031 |
Total Trades | 506 | 253 | 253 | 506 | 253 | 253 |
Winning Trades | 236 | 116 | 120 | 236 | 116 | 120 |
Losing Trades | 270 | 137 | 133 | 270 | 137 | 133 |
Profitability (%) | 46.6403 | 45.8498 | 47.4308 | 46.6403 | 45.8498 | 47.4308 |
Ratio Avg Win / Avg Loss | 1.487 | 1.6652 | 1.3168 | 1.3604 | 1.5048 | 1.2226 |
Largest Winning Trade | 22843 | 22843 | 11055 | 41489 | 41489 | 23212 |
Largest Losing Trade | -6126 | -6126 | -5890 | -14944 | -11581 | -14944 |
Avg Bars in Trades | 48 | 48 | 49 | 48 | 48 | 49 |
Avg Bars in Winners | 62 | 63 | 61 | 62 | 63 | 61 |
Avg Bars in Losers | 36 | 35 | 38 | 36 | 35 | 38 |
Bars Traded | 24791 | 12315 | 12476 | 24791 | 12315 | 12476 |
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 | 313551 | 206011 | -33594 | -3573 | 223077 | -127000 |
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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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