Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289431.1713 | 210845.3004 | 78585.8709 | 793224.45 | 615550.6887 | 177673.7614 |
Total P&L (%) | 289.4312 | 210.8453 | 78.5859 | 793.2245 | 615.5507 | 177.6738 |
Avg Daily Profit (%) | 0.5557 | 0.4048 | 0.1509 | 0.4213 | 0.3786 | 0.1963 |
Buy And Hold Return (%) | 76.1071 | 76.1071 | 76.1071 | 76.1071 | 76.1071 | 76.1071 |
Max Trade Drawdown | -44649 | -34176 | -37604 | -442380 | -215540 | -387645 |
Profit Factor | 1.7636 | 2.1786 | 1.3927 | 1.3898 | 1.6369 | 1.1663 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Profitability (%) | 43.617 | 42.5532 | 44.6809 | 43.617 | 42.5532 | 44.6809 |
Ratio Avg Win / Avg Loss | 2.2798 | 2.9411 | 1.7243 | 1.7965 | 2.2098 | 1.444 |
Largest Winning Trade | 91912 | 91912 | 29089 | 209255 | 209255 | 92806 |
Largest Losing Trade | -10921 | -10921 | -9737 | -106389 | -99198 | -106389 |
Avg Bars in Trades | 131 | 137 | 125 | 131 | 137 | 125 |
Avg Bars in Winners | 179 | 192 | 166 | 179 | 192 | 166 |
Avg Bars in Losers | 95 | 96 | 93 | 95 | 96 | 93 |
Bars Traded | 24761 | 12918 | 11842 | 24761 | 12918 | 11842 |
Profit Streak | 8.0118 | 8.5535 | 0 | 8.0118 | 8.5535 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367778 | 255754 | -149622 | 370111 | 344381 | -37634 |
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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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