Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565508.5788 | 549576.6287 | 15931.9501 | 206418.8502 | 867062.8111 | -660643.9608 |
Total P&L (%) | 565.5086 | 549.5766 | 15.932 | 206.4189 | 867.0628 | -660.644 |
Avg Daily Profit (%) | 0.3109 | 0.3021 | 0.0088 | 0.0616 | 0.1248 | 0 |
Buy And Hold Return (%) | 202.9021 | 202.9021 | 202.9021 | 202.9021 | 202.9021 | 202.9021 |
Max Trade Drawdown | -201166 | -95037 | -145941 | -914800 | -276651 | -818603 |
Profit Factor | 1.692 | 2.6676 | 1.0327 | 1.0759 | 1.8878 | 0.6212 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 55.3398 | 50.9804 | 59.6154 | 55.3398 | 50.9804 | 59.6154 |
Ratio Avg Win / Avg Loss | 1.3654 | 2.565 | 0.6995 | 0.8683 | 1.8152 | 0.4208 |
Largest Winning Trade | 202255 | 202255 | 51631 | 540749 | 540749 | 119179 |
Largest Losing Trade | -73780 | -47957 | -73780 | -269632 | -100897 | -269632 |
Avg Bars in Trades | 33 | 37 | 29 | 33 | 37 | 29 |
Avg Bars in Winners | 38 | 46 | 31 | 38 | 46 | 31 |
Avg Bars in Losers | 27 | 29 | 26 | 27 | 29 | 26 |
Bars Traded | 3468 | 1936 | 1532 | 3468 | 1936 | 1532 |
Profit Streak | 0 | 109.5665 | 0 | 0 | 109.5665 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314860 | -168341 | -711695 | -408851 | -203326 | -759309 |
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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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