Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460200.7506 | 436984.9619 | 23215.7887 | 58669.8341 | 299776.1823 | -241106.3483 |
Total P&L (%) | 460.2008 | 436.985 | 23.2158 | 58.6698 | 299.7762 | -241.1063 |
Avg Daily Profit (%) | 0.2448 | 0.2325 | 0.0124 | 0.0246 | 0.0737 | 0 |
Buy And Hold Return (%) | 199.3151 | 199.3151 | 199.3151 | 199.3151 | 199.3151 | 199.3151 |
Max Trade Drawdown | -95140 | -59658 | -101762 | -258453 | -53070 | -307263 |
Profit Factor | 1.7808 | 2.7167 | 1.0693 | 1.0895 | 2.5101 | 0.4725 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 52.0408 | 53.0612 | 51.0204 | 52.0408 | 53.0612 | 51.0204 |
Ratio Avg Win / Avg Loss | 1.6412 | 2.4032 | 1.0266 | 1.004 | 2.2204 | 0.4536 |
Largest Winning Trade | 158457 | 158457 | 40206 | 172776 | 172776 | 24070 |
Largest Losing Trade | -91388 | -38303 | -91388 | -257543 | -53070 | -257543 |
Avg Bars in Trades | 73 | 81 | 65 | 73 | 81 | 65 |
Avg Bars in Winners | 92 | 97 | 88 | 92 | 97 | 88 |
Avg Bars in Losers | 53 | 64 | 42 | 53 | 64 | 42 |
Bars Traded | 7229 | 4006 | 3222 | 7229 | 4006 | 3222 |
Profit Streak | 76.2454 | 98.7454 | 76.2454 | 76.2454 | 98.7454 | 76.2454 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 289518 | 307042 | -485585 | -446428 | -98836 | -579991 |
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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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