Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283817.8596 | 391599.7147 | -107781.8551 | -96962.802 | 106283.4808 | -203246.2828 |
Total P&L (%) | 283.8179 | 391.5997 | -107.7819 | -96.9628 | 106.2835 | -203.2463 |
Avg Daily Profit (%) | 0.1135 | 0.1565 | -0.0431 | -0.1396 | 0.0289 | 0 |
Buy And Hold Return (%) | 34.2732 | 34.2732 | 34.2732 | 34.2732 | 34.2732 | 34.2732 |
Max Trade Drawdown | -172125 | -100957 | -218573 | -278734 | -128862 | -276811 |
Profit Factor | 1.1602 | 1.452 | 0.8809 | 0.9072 | 1.2318 | 0.6533 |
Total Trades | 417 | 209 | 208 | 417 | 209 | 208 |
Winning Trades | 225 | 107 | 118 | 225 | 107 | 118 |
Losing Trades | 192 | 102 | 90 | 192 | 102 | 90 |
Profitability (%) | 53.9568 | 51.1962 | 56.7308 | 53.9568 | 51.1962 | 56.7308 |
Ratio Avg Win / Avg Loss | 0.9901 | 1.3842 | 0.6719 | 0.7741 | 1.1742 | 0.4983 |
Largest Winning Trade | 185131 | 185131 | 35206 | 61545 | 61545 | 36137 |
Largest Losing Trade | -94331 | -43231 | -94331 | -134868 | -65444 | -134868 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 18 | 20 | 17 | 18 | 20 | 17 |
Avg Bars in Losers | 16 | 15 | 18 | 16 | 15 | 18 |
Bars Traded | 7381 | 3740 | 3641 | 7381 | 3740 | 3641 |
Profit Streak | 34.7953 | 59.1287 | 0 | 34.7953 | 59.1287 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83974 | 384764 | -579094 | -577265 | -155137 | -579094 |
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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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