Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279718.7431 | 359143.3856 | -79424.6425 | -52272.2572 | 64207.8338 | -116480.0909 |
Total P&L (%) | 279.7187 | 359.1434 | -79.4246 | -52.2723 | 64.2078 | -116.4801 |
Avg Daily Profit (%) | 0.1516 | 0.1947 | -0.0431 | -0.0401 | 0.0269 | 0 |
Buy And Hold Return (%) | 105.3229 | 105.3229 | 105.3229 | 105.3229 | 105.3229 | 105.3229 |
Max Trade Drawdown | -149689 | -110472 | -164960 | -155134 | -85542 | -121743 |
Profit Factor | 1.2244 | 1.6214 | 0.8812 | 0.935 | 1.1752 | 0.7341 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 142 | 68 | 74 | 142 | 68 | 74 |
Losing Trades | 120 | 63 | 57 | 120 | 63 | 57 |
Profitability (%) | 54.1985 | 51.9084 | 56.4886 | 54.1985 | 51.9084 | 56.4886 |
Ratio Avg Win / Avg Loss | 1.0347 | 1.5022 | 0.6788 | 0.7902 | 1.0888 | 0.5654 |
Largest Winning Trade | 216930 | 216930 | 37041 | 85959 | 85959 | 34519 |
Largest Losing Trade | -52651 | -33313 | -52651 | -45097 | -44852 | -45097 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 42 | 46 | 39 | 42 | 46 | 39 |
Avg Bars in Losers | 40 | 35 | 44 | 40 | 35 | 44 |
Bars Traded | 10898 | 5428 | 5470 | 10898 | 5428 | 5470 |
Profit Streak | 26.3779 | 26.3779 | 55.3779 | 26.3779 | 26.3779 | 55.3779 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 228396 | 305308 | -579161 | -577845 | -349949 | -579161 |
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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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