Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380813.3979 | 385479.4405 | -4666.0426 | 42932.7594 | 401868.4778 | -358935.7184 |
Total P&L (%) | 380.8134 | 385.4794 | -4.666 | 42.9328 | 401.8685 | -358.9357 |
Avg Daily Profit (%) | 0.1984 | 0.2009 | -0.0024 | 0.0186 | 0.0841 | 0 |
Buy And Hold Return (%) | 45.0126 | 45.0126 | 45.0126 | 45.0126 | 45.0126 | 45.0126 |
Max Trade Drawdown | -229935 | -186765 | -130233 | -801126 | -467409 | -505462 |
Profit Factor | 1.2425 | 1.5595 | 0.9947 | 1.0114 | 1.2476 | 0.8317 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 135 | 69 | 66 | 135 | 69 | 66 |
Losing Trades | 181 | 89 | 92 | 181 | 89 | 92 |
Profitability (%) | 42.7215 | 43.6709 | 41.7722 | 42.7215 | 43.6709 | 41.7722 |
Ratio Avg Win / Avg Loss | 1.6659 | 2.0116 | 1.3866 | 1.3561 | 1.6093 | 1.1594 |
Largest Winning Trade | 81187 | 81187 | 38114 | 236966 | 236966 | 154587 |
Largest Losing Trade | -41220 | -23358 | -41220 | -212845 | -131105 | -212845 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 3824 | 1903 | 1921 | 3824 | 1903 | 1921 |
Profit Streak | 7.94 | 14.94 | 0 | 7.94 | 14.94 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 296145 | 327071 | -581760 | -541940 | -81125 | -581760 |
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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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