Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392864.5616 | 264532.6015 | 128331.9601 | 152100.5139 | 417325.9829 | -265225.469 |
Total P&L (%) | 392.8646 | 264.5326 | 128.332 | 152.1005 | 417.326 | -265.2255 |
Avg Daily Profit (%) | 0.1643 | 0.1107 | 0.0537 | 0.0387 | 0.0688 | 0 |
Buy And Hold Return (%) | 48.4586 | 48.4586 | 48.4586 | 48.4586 | 48.4586 | 48.4586 |
Max Trade Drawdown | -89707 | -104237 | -87053 | -447431 | -247685 | -440331 |
Profit Factor | 1.8436 | 2.3538 | 1.4747 | 1.1033 | 1.9225 | 0.74 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 73.2283 | 75 | 71.4286 | 73.2283 | 75 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.674 | 0.7846 | 0.5899 | 0.4034 | 0.6408 | 0.296 |
Largest Winning Trade | 49481 | 49481 | 31839 | 85502 | 85502 | 75860 |
Largest Losing Trade | -87053 | -40190 | -87053 | -439885 | -99565 | -439885 |
Avg Bars in Trades | 35 | 37 | 33 | 35 | 37 | 33 |
Avg Bars in Winners | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Losers | 76 | 92 | 62 | 76 | 92 | 62 |
Bars Traded | 4491 | 2407 | 2084 | 4491 | 2407 | 2084 |
Profit Streak | 97.7497 | 155.7497 | 97.7497 | 97.7497 | 155.7497 | 97.7497 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468714 | -179169 | -268509 | -247796 | -234820 | -724120 |
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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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