Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307520.2955 | 293092.173 | 14428.1225 | 868842.9193 | 763088.8275 | 105754.0918 |
Total P&L (%) | 307.5203 | 293.0922 | 14.4281 | 868.8429 | 763.0888 | 105.7541 |
Avg Daily Profit (%) | 0.3907 | 0.3724 | 0.0183 | 0.2889 | 0.2742 | 0.0917 |
Buy And Hold Return (%) | 311.6539 | 311.6539 | 311.6539 | 311.6539 | 311.6539 | 311.6539 |
Max Trade Drawdown | -93149 | -89253 | -26475 | -292362 | -283494 | -70940 |
Profit Factor | 1.7535 | 1.9609 | 1.1399 | 1.7041 | 1.7833 | 1.4072 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 186 | 107 | 79 | 186 | 107 | 79 |
Losing Trades | 73 | 22 | 51 | 73 | 22 | 51 |
Profitability (%) | 71.8147 | 82.9457 | 60.7692 | 71.8147 | 82.9457 | 60.7692 |
Ratio Avg Win / Avg Loss | 0.6882 | 0.4032 | 0.7359 | 0.6688 | 0.3667 | 0.9084 |
Largest Winning Trade | 30146 | 30146 | 5539 | 172533 | 172533 | 27411 |
Largest Losing Trade | -35750 | -35750 | -12833 | -173242 | -173242 | -46414 |
Avg Bars in Trades | 69 | 134 | 5 | 69 | 134 | 5 |
Avg Bars in Winners | 34 | 58 | 2 | 34 | 58 | 2 |
Avg Bars in Losers | 157 | 502 | 9 | 157 | 502 | 9 |
Bars Traded | 18026 | 17323 | 703 | 18026 | 17323 | 703 |
Profit Streak | 312.5716 | 328.5299 | 312.5716 | 312.5716 | 328.5299 | 312.5716 |
Trades During Streak | 14 | 10 | 7 | 14 | 10 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150243 | -150007 | -399506 | 420684 | 399816 | -234336 |
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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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