Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384090.4795 | 244243.2256 | 139847.2539 | 1834988.6129 | 1344960.0866 | 490028.5263 |
Total P&L (%) | 384.0905 | 244.2432 | 139.8473 | 1834.9886 | 1344.9601 | 490.0285 |
Avg Daily Profit (%) | 0.7375 | 0.469 | 0.2685 | 0.5705 | 0.5141 | 0.3414 |
Buy And Hold Return (%) | 29.2366 | 29.2366 | 29.2366 | 29.2366 | 29.2366 | 29.2366 |
Max Trade Drawdown | -47356 | -26998 | -42638 | -474623 | -226560 | -364515 |
Profit Factor | 1.5703 | 1.7601 | 1.3971 | 1.5568 | 1.9068 | 1.2704 |
Total Trades | 496 | 248 | 248 | 496 | 248 | 248 |
Winning Trades | 204 | 104 | 100 | 204 | 104 | 100 |
Losing Trades | 292 | 144 | 148 | 292 | 144 | 148 |
Profitability (%) | 41.129 | 41.9355 | 40.3226 | 41.129 | 41.9355 | 40.3226 |
Ratio Avg Win / Avg Loss | 2.2476 | 2.4371 | 2.0677 | 2.2284 | 2.6402 | 1.8802 |
Largest Winning Trade | 50441 | 40368 | 50441 | 512296 | 437616 | 512296 |
Largest Losing Trade | -16157 | -9155 | -16157 | -128284 | -104633 | -128284 |
Avg Bars in Trades | 50 | 50 | 49 | 50 | 50 | 49 |
Avg Bars in Winners | 75 | 75 | 76 | 75 | 75 | 76 |
Avg Bars in Losers | 32 | 32 | 31 | 32 | 32 | 31 |
Bars Traded | 24829 | 12532 | 12297 | 24829 | 12532 | 12297 |
Profit Streak | 0 | 7.1338 | 0 | 0 | 7.1338 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490847 | 412001 | 175627 | 451501 | 451083 | 225114 |
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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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