Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211844.3324 | 184294.2425 | 27550.0899 | -79712.3994 | 9806.8751 | -89519.2745 |
Total P&L (%) | 211.8443 | 184.2942 | 27.5501 | -79.7124 | 9.8069 | -89.5193 |
Avg Daily Profit (%) | 0.2034 | 0.1769 | 0.0264 | -0.153 | 0.009 | -0.2163 |
Buy And Hold Return (%) | 15.1518 | 15.1518 | 15.1518 | 15.1518 | 15.1518 | 15.1518 |
Max Trade Drawdown | -115178 | -81940 | -96073 | -103267 | -33030 | -105256 |
Profit Factor | 1.2881 | 1.5665 | 1.0672 | 0.7228 | 1.1012 | 0.5303 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 69.3548 | 67.7419 | 70.9677 | 69.3548 | 67.7419 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.5692 | 0.746 | 0.4366 | 0.3194 | 0.5244 | 0.2169 |
Largest Winning Trade | 29115 | 29115 | 22263 | 7981 | 7580 | 7981 |
Largest Losing Trade | -95560 | -44612 | -95560 | -103267 | -15422 | -103267 |
Avg Bars in Trades | 131 | 140 | 123 | 131 | 140 | 123 |
Avg Bars in Winners | 79 | 83 | 75 | 79 | 83 | 75 |
Avg Bars in Losers | 250 | 260 | 239 | 250 | 260 | 239 |
Bars Traded | 24504 | 13055 | 11449 | 24504 | 13055 | 11449 |
Profit Streak | 0 | 0 | 49.3674 | 0 | 0 | 49.3674 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341190 | 350698 | -309732 | -577295 | -455241 | -576602 |
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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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