Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715643.2721 | 649543.165 | 66100.107 | 252410.0767 | 333226.788 | -80816.7113 |
Total P&L (%) | 715.6433 | 649.5432 | 66.1001 | 252.4101 | 333.2268 | -80.8167 |
Avg Daily Profit (%) | 0.3678 | 0.3339 | 0.034 | 0.0648 | 0.0754 | -0.0848 |
Buy And Hold Return (%) | 14.6158 | 14.6158 | 14.6158 | 14.6158 | 14.6158 | 14.6158 |
Max Trade Drawdown | -174230 | -163409 | -98787 | -1115990 | -982963 | -787330 |
Profit Factor | 1.7765 | 2.3961 | 1.1449 | 1.0534 | 1.1385 | 0.9652 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 50 | 17 | 33 | 50 | 17 | 33 |
Losing Trades | 84 | 50 | 34 | 84 | 50 | 34 |
Profitability (%) | 37.3134 | 25.3731 | 49.2537 | 37.3134 | 25.3731 | 49.2537 |
Ratio Avg Win / Avg Loss | 2.9846 | 7.0474 | 1.1795 | 1.7696 | 3.3486 | 0.9945 |
Largest Winning Trade | 364078 | 364078 | 49830 | 972566 | 972566 | 291090 |
Largest Losing Trade | -43873 | -25692 | -43873 | -472776 | -197038 | -472776 |
Avg Bars in Trades | 171 | 153 | 189 | 171 | 153 | 189 |
Avg Bars in Winners | 302 | 345 | 279 | 302 | 345 | 279 |
Avg Bars in Losers | 94 | 88 | 102 | 94 | 88 | 102 |
Bars Traded | 22995 | 10293 | 12703 | 22995 | 10293 | 12703 |
Profit Streak | 29.2549 | 0 | 39.9215 | 29.2549 | 0 | 39.9215 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316900 | -131381 | -326875 | -271218 | -304465 | -697200 |
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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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