Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252246.8892 | 228290.6946 | 23956.1946 | 153377.6919 | 137938.3767 | 15439.3153 |
Total P&L (%) | 252.2469 | 228.2907 | 23.9562 | 153.3777 | 137.9384 | 15.4393 |
Avg Daily Profit (%) | 0.2422 | 0.2192 | 0.023 | 0.0893 | 0.0833 | 0.0138 |
Buy And Hold Return (%) | 40.1901 | 40.1901 | 40.1901 | 40.1901 | 40.1901 | 40.1901 |
Max Trade Drawdown | -86884 | -82555 | -26762 | -387254 | -342352 | -132142 |
Profit Factor | 1.4225 | 1.5926 | 1.1131 | 1.0873 | 1.1181 | 1.0263 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 102 | 46 | 56 | 102 | 46 | 56 |
Losing Trades | 131 | 70 | 61 | 131 | 70 | 61 |
Profitability (%) | 43.7768 | 39.6552 | 47.8632 | 43.7768 | 39.6552 | 47.8632 |
Ratio Avg Win / Avg Loss | 1.827 | 2.4236 | 1.2125 | 1.3965 | 1.7014 | 1.1179 |
Largest Winning Trade | 126370 | 126370 | 20320 | 265891 | 265891 | 82741 |
Largest Losing Trade | -16980 | -16980 | -13725 | -89223 | -89223 | -72303 |
Avg Bars in Trades | 105 | 158 | 53 | 105 | 158 | 53 |
Avg Bars in Winners | 148 | 253 | 63 | 148 | 253 | 63 |
Avg Bars in Losers | 72 | 95 | 45 | 72 | 95 | 45 |
Bars Traded | 24653 | 18371 | 6282 | 24653 | 18371 | 6282 |
Profit Streak | 7.7376 | 0 | 16.7376 | 7.7376 | 0 | 16.7376 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321075 | 202300 | -424025 | -201134 | -178345 | -531863 |
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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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