Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252184.6887 | 278024.9853 | -25840.2966 | -35181.6317 | 249919.0095 | -285100.6412 |
Total P&L (%) | 252.1847 | 278.025 | -25.8403 | -35.1816 | 249.919 | -285.1006 |
Avg Daily Profit (%) | 0.1786 | 0.1969 | -0.0183 | -0.0307 | 0.0888 | 0 |
Buy And Hold Return (%) | 66.3859 | 66.3859 | 66.3859 | 66.3859 | 66.3859 | 66.3859 |
Max Trade Drawdown | -129049 | -83099 | -155830 | -409380 | -154798 | -434630 |
Profit Factor | 1.2818 | 1.7217 | 0.9493 | 0.9813 | 1.3285 | 0.7464 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Losing Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Profitability (%) | 58.7065 | 61.3861 | 56 | 58.7065 | 61.3861 | 56 |
Ratio Avg Win / Avg Loss | 0.9016 | 1.083 | 0.7459 | 0.6903 | 0.8357 | 0.5865 |
Largest Winning Trade | 76950 | 76950 | 34258 | 82878 | 67552 | 82878 |
Largest Losing Trade | -71237 | -53179 | -71237 | -228319 | -93814 | -228319 |
Avg Bars in Trades | 40 | 42 | 38 | 40 | 42 | 38 |
Avg Bars in Winners | 35 | 33 | 36 | 35 | 33 | 36 |
Avg Bars in Losers | 47 | 57 | 39 | 47 | 57 | 39 |
Bars Traded | 8135 | 4326 | 3809 | 8135 | 4326 | 3809 |
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 | 198879 | 319776 | -580287 | -578597 | -77114 | -580287 |
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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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