Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238733.4126 | 187413.7347 | 51319.678 | 384207.025 | 294047.1883 | 90159.8367 |
Total P&L (%) | 238.7334 | 187.4137 | 51.3197 | 384.207 | 294.0472 | 90.1598 |
Avg Daily Profit (%) | 0.4584 | 0.3598 | 0.0985 | 0.3033 | 0.2636 | 0.1235 |
Buy And Hold Return (%) | 70.1411 | 70.1411 | 70.1411 | 70.1411 | 70.1411 | 70.1411 |
Max Trade Drawdown | -94929 | -60739 | -66756 | -104313 | -92080 | -106995 |
Profit Factor | 1.4113 | 1.7168 | 1.1609 | 1.3446 | 1.6173 | 1.1412 |
Total Trades | 287 | 144 | 143 | 287 | 144 | 143 |
Winning Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Losing Trades | 161 | 83 | 78 | 161 | 83 | 78 |
Profitability (%) | 43.9024 | 42.3611 | 45.4545 | 43.9024 | 42.3611 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.8033 | 2.336 | 1.3931 | 1.7181 | 2.2006 | 1.3694 |
Largest Winning Trade | 77729 | 77729 | 22142 | 61817 | 61817 | 42787 |
Largest Losing Trade | -23600 | -23600 | -19198 | -77256 | -28585 | -77256 |
Avg Bars in Trades | 85 | 86 | 84 | 85 | 86 | 84 |
Avg Bars in Winners | 111 | 111 | 111 | 111 | 111 | 111 |
Avg Bars in Losers | 65 | 69 | 61 | 65 | 69 | 61 |
Bars Traded | 24620 | 12524 | 12096 | 24620 | 12524 | 12096 |
Profit Streak | 9.1631 | 14.6631 | 9.1631 | 9.1631 | 14.6631 | 9.1631 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326212 | 238224 | -272601 | 326380 | 250362 | -172216 |
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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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