Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285972.9271 | 329592.2989 | -43619.3718 | -48758.5057 | 64091.357 | -112849.8627 |
Total P&L (%) | 285.9729 | 329.5923 | -43.6194 | -48.7585 | 64.0914 | -112.8499 |
Avg Daily Profit (%) | 0.2025 | 0.2334 | -0.0309 | -0.0473 | 0.0351 | 0 |
Buy And Hold Return (%) | 72.4303 | 72.4303 | 72.4303 | 72.4303 | 72.4303 | 72.4303 |
Max Trade Drawdown | -221267 | -107955 | -206026 | -196076 | -58299 | -170399 |
Profit Factor | 1.2683 | 1.6212 | 0.9185 | 0.8722 | 1.4548 | 0.5309 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Losing Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Profitability (%) | 48.2456 | 48.2456 | 48.2456 | 48.2456 | 48.2456 | 48.2456 |
Ratio Avg Win / Avg Loss | 1.3606 | 1.7391 | 0.9853 | 0.9356 | 1.5606 | 0.5695 |
Largest Winning Trade | 151985 | 151985 | 50797 | 29094 | 29094 | 23757 |
Largest Losing Trade | -72918 | -34831 | -72918 | -78421 | -37529 | -78421 |
Avg Bars in Trades | 17 | 19 | 15 | 17 | 19 | 15 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 16 | 20 | 13 | 16 | 20 | 13 |
Bars Traded | 4056 | 2244 | 1812 | 4056 | 2244 | 1812 |
Profit Streak | 479.3782 | 479.3782 | 495.3782 | 479.3782 | 479.3782 | 495.3782 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 266051 | 330191 | -580097 | -578652 | -309739 | -580097 |
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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) |
---|