Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401343.5777 | 335993.7699 | 65349.8078 | 457292.1332 | 357018.0555 | 100274.0777 |
Total P&L (%) | 401.3436 | 335.9938 | 65.3498 | 457.2921 | 357.0181 | 100.2741 |
Avg Daily Profit (%) | 0.3211 | 0.2688 | 0.0523 | 0.1375 | 0.1217 | 0.0556 |
Buy And Hold Return (%) | 17.0916 | 17.0916 | 17.0916 | 17.0916 | 17.0916 | 17.0916 |
Max Trade Drawdown | -140092 | -74099 | -109736 | -255947 | -143011 | -221791 |
Profit Factor | 1.5311 | 1.8701 | 1.1768 | 1.5029 | 1.7776 | 1.2227 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Losing Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Profitability (%) | 51.6279 | 53.271 | 50 | 51.6279 | 53.271 | 50 |
Ratio Avg Win / Avg Loss | 1.4345 | 1.6404 | 1.1768 | 1.4081 | 1.5593 | 1.2227 |
Largest Winning Trade | 167066 | 167066 | 22556 | 187955 | 187955 | 62381 |
Largest Losing Trade | -53651 | -26895 | -53651 | -128541 | -45882 | -128541 |
Avg Bars in Trades | 67 | 88 | 47 | 67 | 88 | 47 |
Avg Bars in Winners | 75 | 91 | 58 | 75 | 91 | 58 |
Avg Bars in Losers | 59 | 84 | 36 | 59 | 84 | 36 |
Bars Traded | 14572 | 9442 | 5130 | 14572 | 9442 | 5130 |
Profit Streak | 46.9653 | 46.9653 | 48.4653 | 46.9653 | 46.9653 | 48.4653 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471197 | 479942 | -150251 | -5150 | -25655 | -118618 |
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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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