Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349033.6726 | 247144.4913 | 101889.1813 | 1423471.678 | 1027145.36 | 396326.318 |
Total P&L (%) | 349.0337 | 247.1445 | 101.8892 | 1423.4717 | 1027.1454 | 396.3263 |
Avg Daily Profit (%) | 0.6701 | 0.4745 | 0.1956 | 0.5243 | 0.4662 | 0.3081 |
Buy And Hold Return (%) | 84.1169 | 84.1169 | 84.1169 | 84.1169 | 84.1169 | 84.1169 |
Max Trade Drawdown | -55898 | -56734 | -25102 | -279694 | -278009 | -154767 |
Profit Factor | 1.6709 | 2.0028 | 1.3722 | 1.6189 | 1.9534 | 1.3242 |
Total Trades | 341 | 171 | 170 | 341 | 171 | 170 |
Winning Trades | 138 | 72 | 66 | 138 | 72 | 66 |
Losing Trades | 203 | 99 | 104 | 203 | 99 | 104 |
Profitability (%) | 40.4692 | 42.1053 | 38.8235 | 40.4692 | 42.1053 | 38.8235 |
Ratio Avg Win / Avg Loss | 2.4579 | 2.7538 | 2.1622 | 2.3814 | 2.6859 | 2.0866 |
Largest Winning Trade | 81315 | 81315 | 20857 | 207183 | 207183 | 149612 |
Largest Losing Trade | -10301 | -9445 | -10301 | -108970 | -61917 | -108970 |
Avg Bars in Trades | 72 | 74 | 69 | 72 | 74 | 69 |
Avg Bars in Winners | 113 | 112 | 115 | 113 | 112 | 115 |
Avg Bars in Losers | 44 | 47 | 40 | 44 | 47 | 40 |
Bars Traded | 24644 | 12809 | 11836 | 24644 | 12809 | 11836 |
Profit Streak | 3.6259 | 8.2093 | 0 | 3.6259 | 8.2093 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347660 | 303703 | -95406 | 389390 | 426682 | 133831 |
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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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