Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197892.7671 | 121185.5984 | 76707.1686 | 259428.1325 | 220803.0246 | 38625.108 |
Total P&L (%) | 197.8928 | 121.1856 | 76.7072 | 259.4281 | 220.803 | 38.6251 |
Avg Daily Profit (%) | 0.3429 | 0.21 | 0.1329 | 0.2219 | 0.2022 | 0.0566 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65272 | -46719 | -73410 | -400969 | -248814 | -405497 |
Profit Factor | 1.3404 | 1.3919 | 1.2819 | 1.1044 | 1.172 | 1.0322 |
Total Trades | 422 | 211 | 211 | 422 | 211 | 211 |
Winning Trades | 196 | 102 | 94 | 196 | 102 | 94 |
Losing Trades | 226 | 109 | 117 | 226 | 109 | 117 |
Profitability (%) | 46.4455 | 48.3412 | 44.5498 | 46.4455 | 48.3412 | 44.5498 |
Ratio Avg Win / Avg Loss | 1.5456 | 1.4875 | 1.5955 | 1.2735 | 1.2524 | 1.2847 |
Largest Winning Trade | 47219 | 47219 | 24172 | 174559 | 174559 | 87892 |
Largest Losing Trade | -27790 | -14357 | -27790 | -153657 | -78359 | -153657 |
Avg Bars in Trades | 31 | 25 | 37 | 31 | 25 | 37 |
Avg Bars in Winners | 39 | 29 | 50 | 39 | 29 | 50 |
Avg Bars in Losers | 24 | 21 | 26 | 24 | 21 | 26 |
Bars Traded | 13312 | 5407 | 7905 | 13312 | 5407 | 7905 |
Profit Streak | 0 | 0 | 492.3929 | 0 | 0 | 492.3929 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385838 | 293170 | -15491 | -97427 | -23918 | -305809 |
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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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