Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258438.2097 | 304260.6739 | -45822.4641 | -54977.4372 | 450948.0828 | -505925.52 |
Total P&L (%) | 258.4382 | 304.2607 | -45.8225 | -54.9774 | 450.9481 | -505.9255 |
Avg Daily Profit (%) | 0.1372 | 0.1616 | -0.0243 | -0.0424 | 0.0907 | 0 |
Buy And Hold Return (%) | 21.5125 | 21.5125 | 21.5125 | 21.5125 | 21.5125 | 21.5125 |
Max Trade Drawdown | -166697 | -129642 | -91302 | -1474693 | -973159 | -753067 |
Profit Factor | 1.2036 | 1.3637 | 0.8942 | 0.9894 | 1.1335 | 0.7199 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 192 | 98 | 94 | 192 | 98 | 94 |
Losing Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Profitability (%) | 63.3663 | 64.9007 | 61.8421 | 63.3663 | 64.9007 | 61.8421 |
Ratio Avg Win / Avg Loss | 0.6958 | 0.7375 | 0.5517 | 0.572 | 0.613 | 0.4442 |
Largest Winning Trade | 87033 | 87033 | 20382 | 436345 | 436345 | 161210 |
Largest Losing Trade | -61727 | -61727 | -35494 | -539107 | -428339 | -539107 |
Avg Bars in Trades | 12 | 21 | 2 | 12 | 21 | 2 |
Avg Bars in Winners | 5 | 9 | 1 | 5 | 9 | 1 |
Avg Bars in Losers | 23 | 44 | 3 | 23 | 44 | 3 |
Bars Traded | 3720 | 3320 | 400 | 3720 | 3320 | 400 |
Profit Streak | 12.8092 | 0 | 46.3092 | 12.8092 | 0 | 46.3092 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7774 | 307593 | -578166 | -576571 | -144827 | -578166 |
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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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