Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157815.8741 | 214513.2626 | -56697.3885 | -30382.2828 | 23893.6355 | -54275.9183 |
Total P&L (%) | 157.8159 | 214.5133 | -56.6974 | -30.3823 | 23.8936 | -54.2759 |
Avg Daily Profit (%) | 0.1515 | 0.2059 | -0.0544 | -0.0348 | 0.0206 | -0.0751 |
Buy And Hold Return (%) | 39.6682 | 39.6682 | 39.6682 | 39.6682 | 39.6682 | 39.6682 |
Max Trade Drawdown | -136341 | -107822 | -56982 | -129635 | -98367 | -48278 |
Profit Factor | 1.3176 | 1.5888 | 0.5722 | 0.9308 | 1.0719 | 0.4926 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 49.4737 | 53.1915 | 45.8333 | 49.4737 | 53.1915 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.3457 | 1.3981 | 0.6763 | 0.9506 | 0.9433 | 0.5822 |
Largest Winning Trade | 170307 | 170307 | 20457 | 93546 | 93546 | 10893 |
Largest Losing Trade | -49837 | -49837 | -17211 | -63795 | -63795 | -24285 |
Avg Bars in Trades | 234 | 457 | 17 | 234 | 457 | 17 |
Avg Bars in Winners | 164 | 289 | 22 | 164 | 289 | 22 |
Avg Bars in Losers | 303 | 647 | 13 | 303 | 647 | 13 |
Bars Traded | 22308 | 21480 | 828 | 22308 | 21480 | 828 |
Profit Streak | 50.2502 | 0 | 73.3752 | 50.2502 | 0 | 73.3752 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 207716 | 322334 | -581473 | -580164 | -473737 | -581473 |
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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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