Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287039.9002 | 200654.4924 | 86385.4078 | 246698.6114 | 147827.7593 | 98870.8522 |
Total P&L (%) | 287.0399 | 200.6545 | 86.3854 | 246.6986 | 147.8278 | 98.8709 |
Avg Daily Profit (%) | 0.2325 | 0.1625 | 0.07 | 0.1008 | 0.0735 | 0.0557 |
Buy And Hold Return (%) | 88.4667 | 88.4667 | 88.4667 | 88.4667 | 88.4667 | 88.4667 |
Max Trade Drawdown | -82167 | -52822 | -75221 | -180609 | -178495 | -82047 |
Profit Factor | 1.7173 | 2.2679 | 1.3571 | 1.4767 | 1.5719 | 1.3817 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 80.8511 | 80 | 81.6901 | 80.8511 | 80 | 81.6901 |
Ratio Avg Win / Avg Loss | 0.4067 | 0.567 | 0.3042 | 0.3497 | 0.393 | 0.3097 |
Largest Winning Trade | 21069 | 16652 | 21069 | 34442 | 29930 | 34442 |
Largest Losing Trade | -75221 | -52822 | -75221 | -178495 | -178495 | -53004 |
Avg Bars in Trades | 33 | 39 | 26 | 33 | 39 | 26 |
Avg Bars in Winners | 12 | 14 | 11 | 12 | 14 | 11 |
Avg Bars in Losers | 118 | 142 | 91 | 118 | 142 | 91 |
Bars Traded | 4659 | 2789 | 1870 | 4659 | 2789 | 1870 |
Profit Streak | 20.1195 | 75.1195 | 20.1195 | 20.1195 | 75.1195 | 20.1195 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421698 | -85131 | -347396 | -56027 | -192620 | -329685 |
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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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