Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456084.7024 | 397408.9625 | 58675.7399 | 380579.265 | 237527.0353 | 143052.2297 |
Total P&L (%) | 456.0847 | 397.409 | 58.6757 | 380.5793 | 237.527 | 143.0522 |
Avg Daily Profit (%) | 0.3716 | 0.3238 | 0.0478 | 0.128 | 0.0992 | 0.0724 |
Buy And Hold Return (%) | 21.449 | 21.449 | 21.449 | 21.449 | 21.449 | 21.449 |
Max Trade Drawdown | -110555 | -76142 | -78190 | -1396751 | -851178 | -674692 |
Profit Factor | 1.5468 | 1.9135 | 1.147 | 1.0711 | 1.0844 | 1.0563 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 146 | 75 | 71 | 146 | 75 | 71 |
Profitability (%) | 35.3982 | 33.6283 | 37.1681 | 35.3982 | 33.6283 | 37.1681 |
Ratio Avg Win / Avg Loss | 2.8228 | 3.7767 | 1.939 | 1.9547 | 2.1403 | 1.7856 |
Largest Winning Trade | 258208 | 258208 | 35330 | 340687 | 340687 | 279439 |
Largest Losing Trade | -16612 | -16612 | -16068 | -184476 | -163564 | -184476 |
Avg Bars in Trades | 31 | 30 | 33 | 31 | 30 | 33 |
Avg Bars in Winners | 59 | 56 | 61 | 59 | 56 | 61 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 7180 | 3404 | 3776 | 7180 | 3404 | 3776 |
Profit Streak | 18.7759 | 18.7759 | 22.6092 | 18.7759 | 18.7759 | 22.6092 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300965 | 225090 | -194820 | -166865 | -193200 | -258759 |
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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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