Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168606.1995 | 238372.9444 | -69766.7449 | -31396.7841 | 106665.1043 | -138061.8884 |
Total P&L (%) | 168.6062 | 238.3729 | -69.7667 | -31.3968 | 106.6651 | -138.0619 |
Avg Daily Profit (%) | 0.1194 | 0.1688 | -0.0494 | -0.0267 | 0.0514 | 0 |
Buy And Hold Return (%) | 22.6317 | 22.6317 | 22.6317 | 22.6317 | 22.6317 | 22.6317 |
Max Trade Drawdown | -148267 | -99691 | -122051 | -246252 | -151209 | -179423 |
Profit Factor | 1.1861 | 1.5704 | 0.8571 | 0.9652 | 1.2437 | 0.7036 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 111 | 59 | 52 | 111 | 59 | 52 |
Losing Trades | 146 | 70 | 76 | 146 | 70 | 76 |
Profitability (%) | 43.1907 | 45.7364 | 40.625 | 43.1907 | 45.7364 | 40.625 |
Ratio Avg Win / Avg Loss | 1.5601 | 1.8632 | 1.2527 | 1.2696 | 1.4756 | 1.0283 |
Largest Winning Trade | 132427 | 132427 | 60260 | 154902 | 154902 | 51987 |
Largest Losing Trade | -41713 | -20251 | -41713 | -50265 | -41995 | -50265 |
Avg Bars in Trades | 15 | 9 | 21 | 15 | 9 | 21 |
Avg Bars in Winners | 23 | 10 | 37 | 23 | 10 | 37 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3936 | 1231 | 2705 | 3936 | 1231 | 2705 |
Profit Streak | 0 | 0 | 506.2946 | 0 | 0 | 506.2946 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49352 | 309953 | -581340 | -580137 | -127680 | -581340 |
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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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