Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519641.0369 | 559048.7295 | -39407.6926 | 54202.8391 | 193812.2851 | -139609.446 |
Total P&L (%) | 519.641 | 559.0487 | -39.4077 | 54.2028 | 193.8123 | -139.6094 |
Avg Daily Profit (%) | 0.2744 | 0.2952 | -0.0208 | 0.0229 | 0.0569 | 0 |
Buy And Hold Return (%) | 177.6817 | 177.6817 | 177.6817 | 177.6817 | 177.6817 | 177.6817 |
Max Trade Drawdown | -124088 | -146476 | -154911 | -381841 | -461772 | -321526 |
Profit Factor | 1.3955 | 1.7678 | 0.9327 | 1.0174 | 1.1105 | 0.8979 |
Total Trades | 363 | 182 | 181 | 363 | 182 | 181 |
Winning Trades | 164 | 72 | 92 | 164 | 72 | 92 |
Losing Trades | 199 | 110 | 89 | 199 | 110 | 89 |
Profitability (%) | 45.1791 | 39.5604 | 50.8287 | 45.1791 | 39.5604 | 50.8287 |
Ratio Avg Win / Avg Loss | 1.6934 | 2.7008 | 0.9023 | 1.2345 | 1.6967 | 0.8686 |
Largest Winning Trade | 237303 | 237303 | 24863 | 242624 | 242624 | 77493 |
Largest Losing Trade | -47830 | -47830 | -25512 | -215042 | -215042 | -81033 |
Avg Bars in Trades | 15 | 22 | 8 | 15 | 22 | 8 |
Avg Bars in Winners | 17 | 28 | 9 | 17 | 28 | 9 |
Avg Bars in Losers | 13 | 19 | 7 | 13 | 19 | 7 |
Bars Traded | 5619 | 4139 | 1480 | 5619 | 4139 | 1480 |
Profit Streak | 23.7045 | 23.7045 | 29.3712 | 23.7045 | 23.7045 | 29.3712 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309886 | 229806 | -579460 | -528172 | -355083 | -579460 |
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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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