Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168846.9309 | 194990.3009 | -26143.37 | -84818.3548 | 13068.1392 | -97886.494 |
Total P&L (%) | 168.8469 | 194.9903 | -26.1434 | -84.8184 | 13.0681 | -97.8865 |
Avg Daily Profit (%) | 0.1394 | 0.161 | -0.0216 | -0.1555 | 0.0101 | -0.3179 |
Buy And Hold Return (%) | 28.6606 | 28.6606 | 28.6606 | 28.6606 | 28.6606 | 28.6606 |
Max Trade Drawdown | -248487 | -64843 | -237003 | -124080 | -12477 | -116861 |
Profit Factor | 1.1478 | 1.4665 | 0.9639 | 0.6504 | 1.1994 | 0.4472 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 195 | 90 | 105 | 195 | 90 | 105 |
Losing Trades | 143 | 79 | 64 | 143 | 79 | 64 |
Profitability (%) | 57.6923 | 53.2544 | 62.1302 | 57.6923 | 53.2544 | 62.1302 |
Ratio Avg Win / Avg Loss | 0.8417 | 1.2873 | 0.5875 | 0.4769 | 1.0528 | 0.2726 |
Largest Winning Trade | 35495 | 35495 | 28863 | 22930 | 22930 | 6591 |
Largest Losing Trade | -92438 | -25553 | -92438 | -56881 | -6215 | -56881 |
Avg Bars in Trades | 20 | 18 | 23 | 20 | 18 | 23 |
Avg Bars in Winners | 17 | 14 | 19 | 17 | 14 | 19 |
Avg Bars in Losers | 25 | 21 | 29 | 25 | 21 | 29 |
Bars Traded | 7077 | 3079 | 3998 | 7077 | 3079 | 3998 |
Profit Streak | 11.6809 | 11.6809 | 14.6809 | 11.6809 | 11.6809 | 14.6809 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62719 | 356976 | -577106 | -576217 | -344571 | -577106 |
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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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