Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232102.3063 | 288991.6487 | -56889.3423 | -68816.4315 | 24327.512 | -93143.9435 |
Total P&L (%) | 232.1023 | 288.9916 | -56.8893 | -68.8164 | 24.3275 | -93.1439 |
Avg Daily Profit (%) | 0.1644 | 0.2047 | -0.0403 | -0.0825 | 0.0154 | -0.1896 |
Buy And Hold Return (%) | 73.3579 | 73.3579 | 73.3579 | 73.3579 | 73.3579 | 73.3579 |
Max Trade Drawdown | -168311 | -126471 | -166294 | -114399 | -12121 | -120410 |
Profit Factor | 1.2386 | 1.6078 | 0.8856 | 0.6929 | 1.3706 | 0.412 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Profitability (%) | 49.2147 | 49.4737 | 48.9583 | 49.2147 | 49.4737 | 48.9583 |
Ratio Avg Win / Avg Loss | 1.2781 | 1.642 | 0.9233 | 0.715 | 1.3998 | 0.4296 |
Largest Winning Trade | 153272 | 153272 | 53984 | 19645 | 19645 | 14603 |
Largest Losing Trade | -78490 | -25826 | -78490 | -38786 | -12121 | -38786 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Losers | 18 | 23 | 13 | 18 | 23 | 13 |
Bars Traded | 3927 | 2161 | 1766 | 3927 | 2161 | 1766 |
Profit Streak | 495.788 | 495.788 | 505.788 | 495.788 | 495.788 | 505.788 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 229260 | 316263 | -580243 | -578469 | -337147 | -580243 |
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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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