Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243762.2902 | 171206.5578 | 72555.7324 | 453444.4113 | 363264.6569 | 90179.7543 |
Total P&L (%) | 243.7623 | 171.2066 | 72.5557 | 453.4444 | 363.2647 | 90.1798 |
Avg Daily Profit (%) | 0.234 | 0.1644 | 0.0697 | 0.1644 | 0.1473 | 0.0617 |
Buy And Hold Return (%) | 52.7247 | 52.7247 | 52.7247 | 52.7247 | 52.7247 | 52.7247 |
Max Trade Drawdown | -60437 | -25372 | -63008 | -219404 | -112135 | -202920 |
Profit Factor | 1.7319 | 2.3949 | 1.345 | 1.4581 | 2.0985 | 1.1368 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Losing Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Profitability (%) | 66.0819 | 68.2353 | 63.9535 | 66.0819 | 68.2353 | 63.9535 |
Ratio Avg Win / Avg Loss | 0.8889 | 1.1149 | 0.7581 | 0.7484 | 0.9769 | 0.6408 |
Largest Winning Trade | 25357 | 25357 | 23087 | 103979 | 103979 | 89293 |
Largest Losing Trade | -54573 | -21964 | -54573 | -165555 | -73166 | -165555 |
Avg Bars in Trades | 143 | 143 | 144 | 143 | 143 | 144 |
Avg Bars in Winners | 109 | 109 | 109 | 109 | 109 | 109 |
Avg Bars in Losers | 210 | 216 | 204 | 210 | 216 | 204 |
Bars Traded | 24595 | 12203 | 12392 | 24595 | 12203 | 12392 |
Profit Streak | 15.7937 | 98.5021 | 15.7937 | 15.7937 | 98.5021 | 15.7937 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388777 | 420066 | -147663 | 387032 | 306328 | -188674 |
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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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