Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121173.5971 | 88111.3958 | 33062.2013 | 141583.978 | 147485.9932 | -5902.0152 |
Total P&L (%) | 121.1736 | 88.1114 | 33.0622 | 141.584 | 147.486 | -5.902 |
Avg Daily Profit (%) | 0.4653 | 0.3383 | 0.127 | 0.3393 | 0.3486 | -0.0234 |
Buy And Hold Return (%) | 19.1787 | 19.1787 | 19.1787 | 19.1787 | 19.1787 | 19.1787 |
Max Trade Drawdown | -42843 | -35674 | -28424 | -121732 | -57016 | -80253 |
Profit Factor | 1.5298 | 1.8533 | 1.2635 | 1.2698 | 1.6605 | 0.9804 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Losing Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Profitability (%) | 44.5946 | 47.2973 | 41.8919 | 44.5946 | 47.2973 | 41.8919 |
Ratio Avg Win / Avg Loss | 1.9007 | 2.0651 | 1.7527 | 1.5776 | 1.8503 | 1.3599 |
Largest Winning Trade | 47269 | 47269 | 25838 | 72074 | 72074 | 43244 |
Largest Losing Trade | -16414 | -9143 | -16414 | -35475 | -20221 | -35475 |
Avg Bars in Trades | 166 | 165 | 167 | 166 | 165 | 167 |
Avg Bars in Winners | 251 | 255 | 246 | 251 | 255 | 246 |
Avg Bars in Losers | 98 | 85 | 109 | 98 | 85 | 109 |
Bars Traded | 24625 | 12261 | 12364 | 24625 | 12261 | 12364 |
Profit Streak | 0 | 20.1617 | 0 | 0 | 20.1617 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321382 | -55215 | -100294 | 241766 | -53805 | -648118 |
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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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