Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443806.2397 | 338998.9094 | 104807.3304 | 924307.7947 | 895842.1231 | 28465.6717 |
Total P&L (%) | 443.8062 | 338.9989 | 104.8073 | 924.3078 | 895.8421 | 28.4657 |
Avg Daily Profit (%) | 0.358 | 0.2735 | 0.0845 | 0.1879 | 0.1856 | 0.0202 |
Buy And Hold Return (%) | 15.2935 | 15.2935 | 15.2935 | 15.2935 | 15.2935 | 15.2935 |
Max Trade Drawdown | -83461 | -62925 | -79889 | -1830832 | -1550755 | -950278 |
Profit Factor | 1.3908 | 1.6315 | 1.175 | 1.0692 | 1.1315 | 1.0044 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 188 | 95 | 93 | 188 | 95 | 93 |
Losing Trades | 146 | 72 | 74 | 146 | 72 | 74 |
Profitability (%) | 56.2874 | 56.8862 | 55.6886 | 56.2874 | 56.8862 | 55.6886 |
Ratio Avg Win / Avg Loss | 1.0801 | 1.2365 | 0.9349 | 0.8304 | 0.8575 | 0.7992 |
Largest Winning Trade | 35336 | 35336 | 29303 | 353074 | 284871 | 353074 |
Largest Losing Trade | -51523 | -51523 | -42408 | -922934 | -922934 | -457090 |
Avg Bars in Trades | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Winners | 21 | 21 | 20 | 21 | 21 | 20 |
Avg Bars in Losers | 22 | 28 | 15 | 22 | 28 | 15 |
Bars Traded | 7192 | 4144 | 3048 | 7192 | 4144 | 3048 |
Profit Streak | 7.8039 | 0 | 11.9706 | 7.8039 | 0 | 11.9706 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472522 | 421795 | -107454 | -134599 | -68176 | -388659 |
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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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