Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450347.2814 | 478562.8837 | -28215.6022 | 34964.7882 | 460575.0978 | -425610.3096 |
Total P&L (%) | 450.3473 | 478.5629 | -28.2156 | 34.9648 | 460.5751 | -425.6103 |
Avg Daily Profit (%) | 0.1801 | 0.1914 | -0.0113 | 0.012 | 0.069 | 0 |
Buy And Hold Return (%) | 180.524 | 180.524 | 180.524 | 180.524 | 180.524 | 180.524 |
Max Trade Drawdown | -181618 | -148480 | -132425 | -1164968 | -1024277 | -643114 |
Profit Factor | 1.5906 | 2.1763 | 0.9207 | 1.0124 | 1.3176 | 0.6917 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Losing Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Profitability (%) | 57.931 | 62.5 | 53.4247 | 57.931 | 62.5 | 53.4247 |
Ratio Avg Win / Avg Loss | 1.1551 | 1.3058 | 0.8026 | 0.7352 | 0.7906 | 0.603 |
Largest Winning Trade | 167139 | 167139 | 33411 | 296352 | 296352 | 191492 |
Largest Losing Trade | -78977 | -53713 | -78977 | -653459 | -653459 | -269877 |
Avg Bars in Trades | 97 | 166 | 29 | 97 | 166 | 29 |
Avg Bars in Winners | 61 | 85 | 34 | 61 | 85 | 34 |
Avg Bars in Losers | 146 | 301 | 22 | 146 | 301 | 22 |
Bars Traded | 14095 | 11972 | 2123 | 14095 | 11972 | 2123 |
Profit Streak | 154.7317 | 154.7317 | 311.2317 | 154.7317 | 154.7317 | 311.2317 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307575 | -69440 | -650327 | -548374 | -182420 | -650327 |
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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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