Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716581.8736 | 626708.2725 | 89873.6011 | 542266.724 | -157453.8438 | 699720.5679 |
Total P&L (%) | 716.5819 | 626.7083 | 89.8736 | 542.2667 | -157.4538 | 699.7206 |
Avg Daily Profit (%) | 0.3441 | 0.3009 | 0.0432 | 0.0893 | 0 | 0.0999 |
Buy And Hold Return (%) | 13.0435 | 13.0435 | 13.0435 | 13.0435 | 13.0435 | 13.0435 |
Max Trade Drawdown | -167542 | -162741 | -35109 | -3203283 | -2893216 | -427122 |
Profit Factor | 1.8846 | 1.9795 | 1.5278 | 1.0813 | 0.9714 | 1.5981 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 97 | 42 | 55 | 97 | 42 | 55 |
Losing Trades | 91 | 52 | 39 | 91 | 52 | 39 |
Profitability (%) | 51.5957 | 44.6809 | 58.5106 | 51.5957 | 44.6809 | 58.5106 |
Ratio Avg Win / Avg Loss | 1.768 | 2.4509 | 1.0834 | 1.0145 | 1.2026 | 1.1332 |
Largest Winning Trade | 341232 | 341232 | 33095 | 2113819 | 2113819 | 690948 |
Largest Losing Trade | -66780 | -66780 | -28320 | -2286726 | -2286726 | -370071 |
Avg Bars in Trades | 129 | 245 | 14 | 129 | 245 | 14 |
Avg Bars in Winners | 150 | 330 | 13 | 150 | 330 | 13 |
Avg Bars in Losers | 107 | 176 | 15 | 107 | 176 | 15 |
Bars Traded | 24410 | 23031 | 1379 | 24410 | 23031 | 1379 |
Profit Streak | 0 | 0 | 7.4394 | 0 | 0 | 7.4394 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505373 | 370419 | -132103 | -203111 | -581483 | -55545 |
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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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