Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341626.6118 | 313084.2055 | 28542.4063 | 141116.6418 | 236292.1082 | -95175.4664 |
Total P&L (%) | 341.6266 | 313.0842 | 28.5424 | 141.1166 | 236.2921 | -95.1755 |
Avg Daily Profit (%) | 0.164 | 0.1503 | 0.0137 | 0.0423 | 0.0582 | -0.1454 |
Buy And Hold Return (%) | 37.3075 | 37.3075 | 37.3075 | 37.3075 | 37.3075 | 37.3075 |
Max Trade Drawdown | -186485 | -102794 | -128247 | -1754763 | -782147 | -1085721 |
Profit Factor | 1.3513 | 1.5979 | 1.0636 | 1.0252 | 1.0739 | 0.9604 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 109 | 51 | 58 | 109 | 51 | 58 |
Losing Trades | 136 | 71 | 65 | 136 | 71 | 65 |
Profitability (%) | 44.4898 | 41.8033 | 47.1545 | 44.4898 | 41.8033 | 47.1545 |
Ratio Avg Win / Avg Loss | 1.686 | 2.2245 | 1.192 | 1.2792 | 1.4951 | 1.0763 |
Largest Winning Trade | 167022 | 167022 | 48470 | 393383 | 393383 | 274891 |
Largest Losing Trade | -30595 | -30595 | -25642 | -339826 | -301567 | -339826 |
Avg Bars in Trades | 100 | 103 | 98 | 100 | 103 | 98 |
Avg Bars in Winners | 127 | 132 | 124 | 127 | 132 | 124 |
Avg Bars in Losers | 78 | 82 | 74 | 78 | 82 | 74 |
Bars Traded | 24652 | 12594 | 12058 | 24652 | 12594 | 12058 |
Profit Streak | 12.4458 | 0 | 15.5291 | 12.4458 | 0 | 15.5291 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308781 | 244571 | -491643 | -331928 | -258232 | -579863 |
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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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