Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329877.684 | 266962.128 | 62915.556 | 803927.1422 | 354974.9589 | 448952.1833 |
Total P&L (%) | 329.8777 | 266.9621 | 62.9156 | 803.9271 | 354.975 | 448.9522 |
Avg Daily Profit (%) | 0.183 | 0.1481 | 0.0349 | 0.1222 | 0.0841 | 0.0945 |
Buy And Hold Return (%) | 86.7233 | 86.7233 | 86.7233 | 86.7233 | 86.7233 | 86.7233 |
Max Trade Drawdown | -118074 | -74308 | -53482 | -600607 | -558446 | -131138 |
Profit Factor | 1.7801 | 2.0401 | 1.3786 | 1.3867 | 1.2223 | 1.931 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 172 | 91 | 81 | 172 | 91 | 81 |
Losing Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Profitability (%) | 83.4951 | 88.3495 | 78.6408 | 83.4951 | 88.3495 | 78.6408 |
Ratio Avg Win / Avg Loss | 0.3519 | 0.269 | 0.3744 | 0.2741 | 0.1612 | 0.5245 |
Largest Winning Trade | 22056 | 22056 | 16781 | 201880 | 201880 | 75190 |
Largest Losing Trade | -49734 | -49734 | -39621 | -558446 | -558446 | -131138 |
Avg Bars in Trades | 32 | 56 | 8 | 32 | 56 | 8 |
Avg Bars in Winners | 14 | 24 | 3 | 14 | 24 | 3 |
Avg Bars in Losers | 123 | 304 | 24 | 123 | 304 | 24 |
Bars Traded | 6669 | 5843 | 826 | 6669 | 5843 | 826 |
Profit Streak | 706.9044 | 732.1544 | 706.9044 | 706.9044 | 732.1544 | 706.9044 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439874 | 313867 | -308588 | -23992 | -78870 | -62576 |
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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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