Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453064.6581 | 439557.0462 | 13507.6119 | 273618.505 | 250279.1297 | 23339.3752 |
Total P&L (%) | 453.0647 | 439.557 | 13.5076 | 273.6185 | 250.2791 | 23.3394 |
Avg Daily Profit (%) | 0.247 | 0.2397 | 0.0074 | 0.0719 | 0.0684 | 0.0114 |
Buy And Hold Return (%) | 143.0545 | 143.0545 | 143.0545 | 143.0545 | 143.0545 | 143.0545 |
Max Trade Drawdown | -237907 | -147535 | -150864 | -1007814 | -665169 | -547780 |
Profit Factor | 1.465 | 1.9608 | 1.0261 | 1.0824 | 1.1482 | 1.0143 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Losing Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Profitability (%) | 51.7857 | 50.8929 | 52.6786 | 51.7857 | 50.8929 | 52.6786 |
Ratio Avg Win / Avg Loss | 1.364 | 1.892 | 0.9218 | 1.0077 | 1.108 | 0.9111 |
Largest Winning Trade | 270923 | 270923 | 37941 | 415470 | 415470 | 221325 |
Largest Losing Trade | -32477 | -32477 | -30932 | -223263 | -177400 | -223263 |
Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Winners | 16 | 18 | 14 | 16 | 18 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3477 | 1855 | 1622 | 3477 | 1855 | 1622 |
Profit Streak | 16.4541 | 0 | 66.9541 | 16.4541 | 0 | 66.9541 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302716 | 315913 | -540403 | -232058 | -167522 | -547997 |
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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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