Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189277.8971 | 138467.4174 | 50810.4798 | 274097.5037 | 226635.3642 | 47462.1395 |
Total P&L (%) | 189.2779 | 138.4674 | 50.8105 | 274.0975 | 226.6354 | 47.4621 |
Avg Daily Profit (%) | 0.1817 | 0.1329 | 0.0488 | 0.1267 | 0.1137 | 0.0373 |
Buy And Hold Return (%) | 37.5513 | 37.5513 | 37.5513 | 37.5513 | 37.5513 | 37.5513 |
Max Trade Drawdown | -44053 | -30927 | -44053 | -134739 | -131682 | -115859 |
Profit Factor | 1.667 | 2.213 | 1.2996 | 1.4316 | 1.8808 | 1.1256 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 75 | 77.7778 | 72.2222 | 75 | 77.7778 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.5557 | 0.6323 | 0.4998 | 0.4772 | 0.5374 | 0.4329 |
Largest Winning Trade | 20496 | 20496 | 15867 | 45205 | 41267 | 45205 |
Largest Losing Trade | -44053 | -30927 | -44053 | -131682 | -131682 | -106025 |
Avg Bars in Trades | 169 | 169 | 168 | 169 | 169 | 168 |
Avg Bars in Winners | 87 | 95 | 79 | 87 | 95 | 79 |
Avg Bars in Losers | 415 | 430 | 402 | 415 | 430 | 402 |
Bars Traded | 24373 | 12209 | 12164 | 24373 | 12209 | 12164 |
Profit Streak | 10.2718 | 107.9802 | 10.2718 | 10.2718 | 107.9802 | 10.2718 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405387 | -90701 | -260920 | -19871 | -115129 | -386391 |
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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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