Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317135.1495 | 236003.9744 | 81131.175 | 445237.2941 | 386644.986 | 58592.3081 |
Total P&L (%) | 317.1351 | 236.004 | 81.1312 | 445.2373 | 386.645 | 58.5923 |
Avg Daily Profit (%) | 0.294 | 0.2188 | 0.0752 | 0.1574 | 0.1468 | 0.0428 |
Buy And Hold Return (%) | 20.9716 | 20.9716 | 20.9716 | 20.9716 | 20.9716 | 20.9716 |
Max Trade Drawdown | -79790 | -56633 | -86747 | -195202 | -86873 | -199593 |
Profit Factor | 1.4171 | 1.7322 | 1.1852 | 1.3332 | 1.7058 | 1.0743 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 142 | 67 | 75 | 142 | 67 | 75 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 59.9156 | 56.3025 | 63.5593 | 59.9156 | 56.3025 | 63.5593 |
Ratio Avg Win / Avg Loss | 0.9481 | 1.3444 | 0.6795 | 0.8919 | 1.3239 | 0.6159 |
Largest Winning Trade | 61684 | 61684 | 33610 | 84447 | 84447 | 57707 |
Largest Losing Trade | -45483 | -28273 | -45483 | -105265 | -56633 | -105265 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 3035 | 1524 | 1511 | 3035 | 1524 | 1511 |
Profit Streak | 31.9466 | 36.28 | 31.9466 | 31.9466 | 36.28 | 31.9466 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430671 | 443347 | -110044 | 370164 | 266938 | -276284 |
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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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