Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175588.4441 | 403457.244 | -227868.7999 | -97872.4491 | 161819.4432 | -259691.8923 |
Total P&L (%) | 175.5884 | 403.4572 | -227.8688 | -97.8724 | 161.8194 | -259.6919 |
Avg Daily Profit (%) | 0.095 | 0.2183 | -0.1233 | -0.2081 | 0.0521 | 0 |
Buy And Hold Return (%) | 129.3709 | 129.3709 | 129.3709 | 129.3709 | 129.3709 | 129.3709 |
Max Trade Drawdown | -226038 | -109717 | -280906 | -198960 | -126069 | -265274 |
Profit Factor | 1.1206 | 1.7309 | 0.7479 | 0.8858 | 1.51 | 0.5188 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Losing Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Profitability (%) | 52.381 | 53.4483 | 51.3043 | 52.381 | 53.4483 | 51.3043 |
Ratio Avg Win / Avg Loss | 1.0187 | 1.5075 | 0.7099 | 0.8053 | 1.3152 | 0.4925 |
Largest Winning Trade | 215674 | 215674 | 77400 | 72296 | 72296 | 25270 |
Largest Losing Trade | -69961 | -46756 | -69961 | -94022 | -94022 | -53455 |
Avg Bars in Trades | 23 | 16 | 30 | 23 | 16 | 30 |
Avg Bars in Winners | 29 | 19 | 40 | 29 | 19 | 40 |
Avg Bars in Losers | 17 | 13 | 20 | 17 | 13 | 20 |
Bars Traded | 5418 | 1910 | 3508 | 5418 | 1910 | 3508 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -206859 | 307131 | -580857 | -578982 | -209256 | -580857 |
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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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