Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318785.2044 | 276358.1589 | 42427.0455 | 260016.1319 | 329203.5535 | -69187.4216 |
Total P&L (%) | 318.7852 | 276.3582 | 42.427 | 260.0161 | 329.2036 | -69.1874 |
Avg Daily Profit (%) | 0.153 | 0.1327 | 0.0204 | 0.0615 | 0.0699 | -0.0565 |
Buy And Hold Return (%) | 52.4291 | 52.4291 | 52.4291 | 52.4291 | 52.4291 | 52.4291 |
Max Trade Drawdown | -100948 | -104442 | -64390 | -372043 | -320452 | -229837 |
Profit Factor | 1.4671 | 1.6476 | 1.1659 | 1.131 | 1.2667 | 0.9078 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 109 | 59 | 50 | 109 | 59 | 50 |
Losing Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Profitability (%) | 57.9787 | 62.766 | 53.1915 | 57.9787 | 62.766 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.0633 | 0.9774 | 1.026 | 0.8197 | 0.7515 | 0.7988 |
Largest Winning Trade | 37872 | 37872 | 20954 | 87291 | 87291 | 64823 |
Largest Losing Trade | -56862 | -56862 | -22310 | -206501 | -206501 | -66393 |
Avg Bars in Trades | 131 | 229 | 33 | 131 | 229 | 33 |
Avg Bars in Winners | 106 | 169 | 32 | 106 | 169 | 32 |
Avg Bars in Losers | 166 | 331 | 35 | 166 | 331 | 35 |
Bars Traded | 24775 | 21597 | 3178 | 24775 | 21597 | 3178 |
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 | 350284 | -15395 | -369342 | -188203 | -100456 | -580667 |
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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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