Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255488.1865 | 214129.2483 | 41358.9382 | 432067.541 | 208732.5303 | 223335.0108 |
Total P&L (%) | 255.4882 | 214.1292 | 41.3589 | 432.0675 | 208.7325 | 223.335 |
Avg Daily Profit (%) | 0.1703 | 0.1428 | 0.0276 | 0.1115 | 0.0752 | 0.0783 |
Buy And Hold Return (%) | 82.7278 | 82.7278 | 82.7278 | 82.7278 | 82.7278 | 82.7278 |
Max Trade Drawdown | -65344 | -71537 | -44983 | -332516 | -385148 | -120365 |
Profit Factor | 1.4988 | 1.676 | 1.2116 | 1.2454 | 1.1632 | 1.4641 |
Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Winning Trades | 247 | 130 | 117 | 247 | 130 | 117 |
Losing Trades | 58 | 22 | 36 | 58 | 22 | 36 |
Profitability (%) | 80.9836 | 85.5263 | 76.4706 | 80.9836 | 85.5263 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.352 | 0.2836 | 0.3728 | 0.2924 | 0.1968 | 0.4505 |
Largest Winning Trade | 26510 | 26510 | 10046 | 78594 | 78594 | 38099 |
Largest Losing Trade | -44440 | -44440 | -32171 | -196809 | -196809 | -89963 |
Avg Bars in Trades | 57 | 98 | 17 | 57 | 98 | 17 |
Avg Bars in Winners | 27 | 46 | 7 | 27 | 46 | 7 |
Avg Bars in Losers | 184 | 403 | 50 | 184 | 403 | 50 |
Bars Traded | 17539 | 14904 | 2635 | 17539 | 14904 | 2635 |
Profit Streak | 618.2834 | 0 | 706.7001 | 618.2834 | 0 | 706.7001 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364675 | -603 | -318656 | -41075 | -133881 | -87124 |
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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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