Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439152.9195 | 382556.0383 | 56596.8812 | 427928.5415 | 499739.2478 | -71810.7063 |
Total P&L (%) | 439.1529 | 382.556 | 56.5969 | 427.9285 | 499.7392 | -71.8107 |
Avg Daily Profit (%) | 0.2581 | 0.2248 | 0.0333 | 0.0978 | 0.1053 | -0.0744 |
Buy And Hold Return (%) | 89.2526 | 89.2526 | 89.2526 | 89.2526 | 89.2526 | 89.2526 |
Max Trade Drawdown | -102053 | -66442 | -49402 | -668805 | -379627 | -305067 |
Profit Factor | 1.5896 | 1.9881 | 1.1582 | 1.1273 | 1.3006 | 0.9577 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 91 | 38 | 53 | 91 | 38 | 53 |
Losing Trades | 144 | 79 | 65 | 144 | 79 | 65 |
Profitability (%) | 38.7234 | 32.4786 | 44.9153 | 38.7234 | 32.4786 | 44.9153 |
Ratio Avg Win / Avg Loss | 2.5154 | 4.1332 | 1.4205 | 1.7838 | 2.7039 | 1.1746 |
Largest Winning Trade | 291571 | 291571 | 38356 | 269992 | 269992 | 208952 |
Largest Losing Trade | -28472 | -18320 | -28472 | -100550 | -83659 | -100550 |
Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Winners | 47 | 47 | 48 | 47 | 47 | 48 |
Avg Bars in Losers | 16 | 16 | 15 | 16 | 16 | 15 |
Bars Traded | 6678 | 3093 | 3585 | 6678 | 3093 | 3585 |
Profit Streak | 32.4193 | 32.4193 | 34.4193 | 32.4193 | 32.4193 | 34.4193 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300073 | 138968 | -361479 | -144627 | -57877 | -579885 |
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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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