Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 957324.482 | 1124173.8545 | -166849.3724 | -76610.6011 | 161111.2071 | -237721.8082 |
Total P&L (%) | 957.3245 | 1124.1739 | -166.8494 | -76.6106 | 161.1112 | -237.7218 |
Avg Daily Profit (%) | 0.5267 | 0.6185 | -0.0918 | -0.0799 | 0.0528 | 0 |
Buy And Hold Return (%) | 610.6538 | 610.6538 | 610.6538 | 610.6538 | 610.6538 | 610.6538 |
Max Trade Drawdown | -233531 | -148589 | -186848 | -389282 | -266255 | -239390 |
Profit Factor | 1.8437 | 3.1623 | 0.7286 | 0.922 | 1.3015 | 0.4695 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Losing Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Profitability (%) | 45.5446 | 47.5248 | 43.5644 | 45.5446 | 47.5248 | 43.5644 |
Ratio Avg Win / Avg Loss | 2.2045 | 3.4918 | 0.9438 | 1.1024 | 1.4371 | 0.6082 |
Largest Winning Trade | 793372 | 793372 | 66554 | 354584 | 354584 | 27426 |
Largest Losing Trade | -55178 | -53344 | -55178 | -217930 | -217930 | -105170 |
Avg Bars in Trades | 35 | 33 | 36 | 35 | 33 | 36 |
Avg Bars in Winners | 43 | 37 | 50 | 43 | 37 | 50 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 7157 | 3424 | 3733 | 7157 | 3424 | 3733 |
Profit Streak | 3.9702 | 6.9702 | 3.9702 | 3.9702 | 6.9702 | 3.9702 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 147447 | 329247 | -583813 | -579573 | -288626 | -583813 |
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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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