Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262410.6147 | 247575.9902 | 14834.6244 | 873991.3387 | 457760.9566 | 416230.3821 |
Total P&L (%) | 262.4106 | 247.576 | 14.8346 | 873.9913 | 457.761 | 416.2304 |
Avg Daily Profit (%) | 0.2096 | 0.1977 | 0.0118 | 0.182 | 0.1374 | 0.1312 |
Buy And Hold Return (%) | 31.3196 | 31.3196 | 31.3196 | 31.3196 | 31.3196 | 31.3196 |
Max Trade Drawdown | -181096 | -48901 | -206838 | -374037 | -374037 | -294954 |
Profit Factor | 1.434 | 2.2757 | 1.0361 | 1.6449 | 1.7367 | 1.5672 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 140 | 69 | 71 | 126 | 63 | 63 |
Losing Trades | 21 | 11 | 10 | 35 | 17 | 18 |
Profitability (%) | 86.9565 | 86.25 | 87.6543 | 78.2609 | 78.75 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.2151 | 0.3628 | 0.1459 | 0.4569 | 0.4686 | 0.4478 |
Largest Winning Trade | 23462 | 23462 | 16043 | 129051 | 103718 | 129051 |
Largest Losing Trade | -136632 | -48901 | -136632 | -374037 | -374037 | -176095 |
Avg Bars in Trades | 29 | 33 | 25 | 29 | 33 | 25 |
Avg Bars in Winners | 14 | 15 | 12 | 19 | 21 | 17 |
Avg Bars in Losers | 131 | 146 | 114 | 65 | 77 | 53 |
Bars Traded | 4750 | 2696 | 2054 | 4750 | 2696 | 2054 |
Profit Streak | 44.0372 | 94.2872 | 44.0372 | 44.0372 | 94.2872 | 44.0372 |
Trades During Streak | 12 | 7 | 6 | 12 | 7 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526640 | -4003 | -530433 | 530316 | -23054 | -24071 |
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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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