Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396976.4265 | 372397.5156 | 24578.9109 | 256316.7725 | 367696.5117 | -111379.7392 |
Total P&L (%) | 396.9764 | 372.3975 | 24.5789 | 256.3168 | 367.6965 | -111.3797 |
Avg Daily Profit (%) | 0.2812 | 0.2638 | 0.0174 | 0.09 | 0.1093 | 0 |
Buy And Hold Return (%) | 73.1618 | 73.1618 | 73.1618 | 73.1618 | 73.1618 | 73.1618 |
Max Trade Drawdown | -151925 | -138670 | -94077 | -672200 | -464410 | -389480 |
Profit Factor | 1.4695 | 1.8594 | 1.0596 | 1.0894 | 1.2469 | 0.9192 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 118 | 57 | 61 | 118 | 57 | 61 |
Losing Trades | 115 | 60 | 55 | 115 | 60 | 55 |
Profitability (%) | 50.6438 | 48.7179 | 52.5862 | 50.6438 | 48.7179 | 52.5862 |
Ratio Avg Win / Avg Loss | 1.4322 | 1.9573 | 0.9554 | 1.0617 | 1.3125 | 0.8287 |
Largest Winning Trade | 154602 | 154602 | 56499 | 369392 | 369392 | 165855 |
Largest Losing Trade | -32525 | -28605 | -32525 | -169429 | -169429 | -149057 |
Avg Bars in Trades | 34 | 32 | 37 | 34 | 32 | 37 |
Avg Bars in Winners | 42 | 41 | 42 | 42 | 41 | 42 |
Avg Bars in Losers | 27 | 23 | 31 | 27 | 23 | 31 |
Bars Traded | 8109 | 3782 | 4327 | 8109 | 3782 | 4327 |
Profit Streak | 0 | 0 | 499.7207 | 0 | 0 | 499.7207 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348774 | 348479 | -490546 | -196295 | -49336 | -579352 |
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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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