Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163236.8391 | 176671.2035 | -13434.3644 | 29485.5449 | 39764.3158 | -10278.7709 |
Total P&L (%) | 163.2368 | 176.6712 | -13.4344 | 29.4855 | 39.7643 | -10.2788 |
Avg Daily Profit (%) | 0.3134 | 0.3392 | -0.0258 | 0.0496 | 0.0643 | -0.0208 |
Buy And Hold Return (%) | 49.4649 | 49.4649 | 49.4649 | 49.4649 | 49.4649 | 49.4649 |
Max Trade Drawdown | -74703 | -69119 | -13676 | -169275 | -156720 | -22307 |
Profit Factor | 1.713 | 1.8935 | 0.5694 | 1.0913 | 1.1387 | 0.7173 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 54.5455 | 60.5263 | 48.7179 | 54.5455 | 60.5263 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.4275 | 1.2349 | 0.5994 | 0.9094 | 0.7426 | 0.7551 |
Largest Winning Trade | 174534 | 174534 | 7575 | 150499 | 150499 | 17932 |
Largest Losing Trade | -61396 | -61396 | -3569 | -135798 | -135798 | -5031 |
Avg Bars in Trades | 302 | 608 | 4 | 302 | 608 | 4 |
Avg Bars in Winners | 180 | 325 | 4 | 180 | 325 | 4 |
Avg Bars in Losers | 449 | 1041 | 4 | 449 | 1041 | 4 |
Bars Traded | 23283 | 23107 | 175 | 23283 | 23107 | 175 |
Profit Streak | 11.9656 | 34.2573 | 11.9656 | 11.9656 | 34.2573 | 11.9656 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37289 | 377763 | -580645 | -459405 | -340710 | -580923 |
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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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