Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333411.6215 | 247986.4034 | 85425.2181 | 180544.2947 | 123803.4155 | 56740.8792 |
Total P&L (%) | 333.4116 | 247.9864 | 85.4252 | 180.5443 | 123.8034 | 56.7409 |
Avg Daily Profit (%) | 0.3201 | 0.2381 | 0.082 | 0.0991 | 0.0774 | 0.0432 |
Buy And Hold Return (%) | 16.6507 | 16.6507 | 16.6507 | 16.6507 | 16.6507 | 16.6507 |
Max Trade Drawdown | -88566 | -71974 | -80764 | -433037 | -338404 | -218981 |
Profit Factor | 1.516 | 1.8304 | 1.2458 | 1.1194 | 1.1625 | 1.0756 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 68.9024 | 69.5122 | 68.2927 | 68.9024 | 69.5122 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.6842 | 0.8028 | 0.5784 | 0.5052 | 0.5099 | 0.4994 |
Largest Winning Trade | 29745 | 29745 | 22447 | 106555 | 73483 | 106555 |
Largest Losing Trade | -79934 | -46120 | -79934 | -273806 | -273806 | -126878 |
Avg Bars in Trades | 149 | 160 | 138 | 149 | 160 | 138 |
Avg Bars in Winners | 98 | 107 | 88 | 98 | 107 | 88 |
Avg Bars in Losers | 262 | 280 | 246 | 262 | 280 | 246 |
Bars Traded | 24509 | 13140 | 11370 | 24509 | 13140 | 11370 |
Profit Streak | 28.1558 | 28.1558 | 51.4891 | 28.1558 | 28.1558 | 51.4891 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475031 | 288001 | -87019 | -146757 | -133768 | -277413 |
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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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