Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351282.9117 | 455213.2044 | -103930.2927 | -90329.4726 | 337420.866 | -427750.3386 |
Total P&L (%) | 351.2829 | 455.2132 | -103.9303 | -90.3295 | 337.4209 | -427.7503 |
Avg Daily Profit (%) | 0.1868 | 0.242 | -0.0553 | -0.1241 | 0.0785 | 0 |
Buy And Hold Return (%) | 165.4037 | 165.4037 | 165.4037 | 165.4037 | 165.4037 | 165.4037 |
Max Trade Drawdown | -185858 | -152042 | -224523 | -353687 | -54275 | -514437 |
Profit Factor | 1.2747 | 1.716 | 0.8383 | 0.8905 | 2.9522 | 0.3441 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 135 | 70 | 65 | 135 | 70 | 65 |
Losing Trades | 142 | 68 | 74 | 142 | 68 | 74 |
Profitability (%) | 48.7365 | 50.7246 | 46.7626 | 48.7365 | 50.7246 | 46.7626 |
Ratio Avg Win / Avg Loss | 1.3408 | 1.667 | 0.9544 | 0.9367 | 2.8679 | 0.3918 |
Largest Winning Trade | 287963 | 287963 | 32151 | 84867 | 84867 | 44110 |
Largest Losing Trade | -90433 | -58870 | -90433 | -246511 | -29774 | -246511 |
Avg Bars in Trades | 26 | 40 | 12 | 26 | 40 | 12 |
Avg Bars in Winners | 19 | 24 | 13 | 19 | 24 | 13 |
Avg Bars in Losers | 33 | 57 | 11 | 33 | 57 | 11 |
Bars Traded | 7389 | 5640 | 1749 | 7389 | 5640 | 1749 |
Profit Streak | 17.4725 | 22.4725 | 17.4725 | 17.4725 | 22.4725 | 17.4725 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 132340 | 300750 | -581377 | -578475 | -88690 | -581377 |
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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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