Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483087.3203 | 549567.7827 | -66480.4624 | -60125.7455 | 1281188.0745 | -1341313.82 |
Total P&L (%) | 483.0873 | 549.5678 | -66.4805 | -60.1257 | 1281.1881 | -1341.3138 |
Avg Daily Profit (%) | 0.2598 | 0.2956 | -0.0358 | -0.0494 | 0.1413 | 0 |
Buy And Hold Return (%) | 159.5269 | 159.5269 | 159.5269 | 159.5269 | 159.5269 | 159.5269 |
Max Trade Drawdown | -289600 | -149133 | -160342 | -2243632 | -899815 | -1927083 |
Profit Factor | 1.3769 | 1.7986 | 0.888 | 0.9868 | 1.6816 | 0.5006 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 47.644 | 46.3158 | 48.9583 | 47.644 | 46.3158 | 48.9583 |
Ratio Avg Win / Avg Loss | 1.513 | 2.0847 | 0.9258 | 1.0844 | 1.9491 | 0.5219 |
Largest Winning Trade | 163397 | 163397 | 43408 | 920042 | 920042 | 371290 |
Largest Losing Trade | -71162 | -41348 | -71162 | -1613236 | -451217 | -1613236 |
Avg Bars in Trades | 57 | 68 | 45 | 57 | 68 | 45 |
Avg Bars in Winners | 68 | 81 | 57 | 68 | 81 | 57 |
Avg Bars in Losers | 46 | 57 | 34 | 46 | 57 | 34 |
Bars Traded | 10892 | 6502 | 4389 | 10892 | 6502 | 4389 |
Profit Streak | 38.4029 | 38.9029 | 38.4029 | 38.4029 | 38.9029 | 38.4029 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 280203 | 301090 | -580935 | -578038 | -1980 | -580935 |
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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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