Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185462.3344 | 137301.6686 | 48160.6658 | 289660.6078 | 203183.5172 | 86477.0907 |
Total P&L (%) | 185.4623 | 137.3017 | 48.1607 | 289.6606 | 203.1835 | 86.4771 |
Avg Daily Profit (%) | 0.1781 | 0.1318 | 0.0462 | 0.1307 | 0.1065 | 0.0598 |
Buy And Hold Return (%) | 55.1984 | 55.1984 | 55.1984 | 55.1984 | 55.1984 | 55.1984 |
Max Trade Drawdown | -48316 | -40338 | -13246 | -123997 | -116831 | -30289 |
Profit Factor | 1.7254 | 1.6912 | 1.8441 | 1.5325 | 1.4794 | 1.7195 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 65.6 | 64.5161 | 66.6667 | 65.6 | 64.5161 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9048 | 0.9302 | 0.9221 | 0.8036 | 0.8137 | 0.8598 |
Largest Winning Trade | 34876 | 34876 | 8521 | 94810 | 94810 | 28996 |
Largest Losing Trade | -36748 | -36748 | -8300 | -104604 | -104604 | -24872 |
Avg Bars in Trades | 189 | 348 | 33 | 189 | 348 | 33 |
Avg Bars in Winners | 99 | 176 | 26 | 99 | 176 | 26 |
Avg Bars in Losers | 361 | 661 | 46 | 361 | 661 | 46 |
Bars Traded | 23704 | 21603 | 2101 | 23704 | 21603 | 2101 |
Profit Streak | 75.8969 | 78.1469 | 75.8969 | 75.8969 | 78.1469 | 75.8969 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324208 | -171193 | -439362 | -16051 | -204671 | -265461 |
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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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