Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239903.1083 | 308571.0948 | -68667.9865 | -78364.5911 | -24325.9076 | -54038.6835 |
Total P&L (%) | 239.9031 | 308.5711 | -68.668 | -78.3646 | -24.3259 | -54.0387 |
Avg Daily Profit (%) | 0.1252 | 0.161 | -0.0358 | -0.0798 | -0.0145 | -0.0406 |
Buy And Hold Return (%) | 23.612 | 23.612 | 23.612 | 23.612 | 23.612 | 23.612 |
Max Trade Drawdown | -199339 | -151138 | -276132 | -184642 | -77243 | -178699 |
Profit Factor | 1.2083 | 1.6364 | 0.8971 | 0.8477 | 0.8962 | 0.8071 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 109 | 53 | 56 | 105 | 49 | 56 |
Losing Trades | 66 | 35 | 31 | 70 | 39 | 31 |
Profitability (%) | 62.2857 | 60.2273 | 64.3678 | 60 | 55.6818 | 64.3678 |
Ratio Avg Win / Avg Loss | 0.7316 | 1.0806 | 0.4966 | 0.5651 | 0.7133 | 0.4468 |
Largest Winning Trade | 90766 | 90766 | 44219 | 62772 | 39996 | 62772 |
Largest Losing Trade | -121670 | -38655 | -121670 | -115501 | -43380 | -115501 |
Avg Bars in Trades | 129 | 122 | 136 | 129 | 122 | 136 |
Avg Bars in Winners | 95 | 82 | 107 | 96 | 83 | 108 |
Avg Bars in Losers | 186 | 182 | 190 | 178 | 170 | 187 |
Bars Traded | 22648 | 10751 | 11897 | 22648 | 10751 | 11897 |
Profit Streak | 55.3579 | 55.3579 | 69.1913 | 55.3579 | 55.3579 | 69.1913 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23964 | 420662 | -577579 | -576993 | -578957 | -577579 |
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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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