Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235634.9577 | 154682.6546 | 80952.3032 | 437937.456 | 533465.2218 | -95527.7658 |
Total P&L (%) | 235.635 | 154.6827 | 80.9523 | 437.9375 | 533.4652 | -95.5278 |
Avg Daily Profit (%) | 0.4524 | 0.297 | 0.1554 | 0.3236 | 0.3551 | -0.5948 |
Buy And Hold Return (%) | 38.8889 | 38.8889 | 38.8889 | 38.8889 | 38.8889 | 38.8889 |
Max Trade Drawdown | -117241 | -47156 | -79973 | -1384342 | -529936 | -1003111 |
Profit Factor | 1.8009 | 2.1178 | 1.5196 | 1.185 | 1.5096 | 0.9276 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 46.4567 | 46.0317 | 46.875 | 46.4567 | 46.0317 | 46.875 |
Ratio Avg Win / Avg Loss | 2.0757 | 2.4829 | 1.7222 | 1.3658 | 1.7699 | 1.0513 |
Largest Winning Trade | 56518 | 56518 | 25602 | 530483 | 530483 | 324113 |
Largest Losing Trade | -22389 | -22389 | -17427 | -332749 | -332749 | -313677 |
Avg Bars in Trades | 192 | 182 | 203 | 192 | 182 | 203 |
Avg Bars in Winners | 290 | 280 | 299 | 290 | 280 | 299 |
Avg Bars in Losers | 108 | 97 | 118 | 108 | 97 | 118 |
Bars Traded | 24474 | 11466 | 13008 | 24474 | 11466 | 13008 |
Profit Streak | 11.5863 | 0 | 12.5863 | 11.5863 | 0 | 12.5863 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417161 | -138557 | -136917 | -9296 | -136953 | -719461 |
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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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