Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430512.3401 | 522667.3117 | -92154.9716 | -200172.5983 | 199751.8724 | -399924.4707 |
Total P&L (%) | 430.5123 | 522.6673 | -92.155 | -200.1726 | 199.7519 | -399.9245 |
Avg Daily Profit (%) | 0.1909 | 0.2318 | -0.0409 | 0 | 0.0487 | 0 |
Buy And Hold Return (%) | 223.5566 | 223.5566 | 223.5566 | 223.5566 | 223.5566 | 223.5566 |
Max Trade Drawdown | -177237 | -99030 | -300013 | -905685 | -340452 | -773357 |
Profit Factor | 1.3521 | 2.2006 | 0.8829 | 0.9087 | 1.243 | 0.7079 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 122 | 63 | 59 | 112 | 55 | 57 |
Losing Trades | 108 | 52 | 56 | 118 | 60 | 58 |
Profitability (%) | 53.0435 | 54.7826 | 51.3043 | 48.6957 | 47.8261 | 49.5652 |
Ratio Avg Win / Avg Loss | 1.197 | 1.8163 | 0.838 | 0.9573 | 1.356 | 0.7204 |
Largest Winning Trade | 91659 | 91659 | 64426 | 149842 | 149842 | 137150 |
Largest Losing Trade | -116840 | -31620 | -116840 | -418786 | -139405 | -418786 |
Avg Bars in Trades | 56 | 41 | 71 | 56 | 41 | 71 |
Avg Bars in Winners | 62 | 40 | 86 | 51 | 39 | 62 |
Avg Bars in Losers | 49 | 41 | 56 | 61 | 42 | 81 |
Bars Traded | 12978 | 4730 | 8248 | 12978 | 4730 | 8248 |
Profit Streak | 41.9392 | 58.1059 | 41.9392 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 131840 | 346669 | -579870 | -580081 | -295011 | -581195 |
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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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