Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158159.8352 | 250470.5294 | -92310.6942 | 493508.9446 | 385009.1243 | 108499.8203 |
Total P&L (%) | 158.1598 | 250.4705 | -92.3107 | 493.5089 | 385.0091 | 108.4998 |
Avg Daily Profit (%) | 0.1265 | 0.2003 | -0.0738 | 0.1425 | 0.1263 | 0.0588 |
Buy And Hold Return (%) | 16.0861 | 16.0861 | 16.0861 | 16.0861 | 16.0861 | 16.0861 |
Max Trade Drawdown | -211535 | -51596 | -225531 | -1443328 | -827790 | -1082370 |
Profit Factor | 1.154 | 1.7094 | 0.863 | 1.0634 | 1.1167 | 1.0242 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 178 | 85 | 93 | 148 | 70 | 78 |
Losing Trades | 67 | 37 | 30 | 97 | 52 | 45 |
Profitability (%) | 72.6531 | 69.6721 | 75.6098 | 60.4082 | 57.377 | 63.4146 |
Ratio Avg Win / Avg Loss | 0.4344 | 0.7441 | 0.2784 | 0.697 | 0.8296 | 0.5909 |
Largest Winning Trade | 29816 | 29816 | 21180 | 635860 | 206299 | 635860 |
Largest Losing Trade | -206208 | -30538 | -206208 | -861991 | -398822 | -861991 |
Avg Bars in Trades | 9 | 9 | 10 | 9 | 9 | 10 |
Avg Bars in Winners | 6 | 5 | 6 | 6 | 6 | 7 |
Avg Bars in Losers | 19 | 18 | 21 | 14 | 13 | 16 |
Bars Traded | 2422 | 1131 | 1291 | 2422 | 1131 | 1291 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72418 | 384582 | -577130 | -152296 | -117122 | -308385 |
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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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