Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128977.834 | 280115.159 | -151137.325 | -94882.2754 | 232296.82 | -327179.0954 |
Total P&L (%) | 128.9778 | 280.1152 | -151.1373 | -94.8823 | 232.2968 | -327.1791 |
Avg Daily Profit (%) | 0.0693 | 0.1506 | -0.0813 | -0.1597 | 0.0646 | 0 |
Buy And Hold Return (%) | 28.0044 | 28.0044 | 28.0044 | 28.0044 | 28.0044 | 28.0044 |
Max Trade Drawdown | -280391 | -185210 | -246375 | -315574 | -171854 | -347824 |
Profit Factor | 1.0609 | 1.2841 | 0.8663 | 0.9448 | 1.3181 | 0.6695 |
Total Trades | 418 | 209 | 209 | 418 | 209 | 209 |
Winning Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Losing Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Profitability (%) | 50 | 49.7608 | 50.2392 | 50 | 49.7608 | 50.2392 |
Ratio Avg Win / Avg Loss | 1.0609 | 1.2965 | 0.8581 | 0.9448 | 1.3308 | 0.6632 |
Largest Winning Trade | 58154 | 58154 | 39660 | 116785 | 116785 | 49840 |
Largest Losing Trade | -53165 | -28272 | -53165 | -117785 | -49297 | -117785 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3563 | 1781 | 1782 | 3563 | 1781 | 1782 |
Profit Streak | 7.5117 | 12.0117 | 0 | 7.5117 | 12.0117 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -252388 | 307159 | -579930 | -577636 | -105154 | -579930 |
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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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