Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335943.5269 | 279199.5303 | 56743.9966 | 399177.9623 | 428683.9908 | -29506.0285 |
Total P&L (%) | 335.9435 | 279.1995 | 56.744 | 399.178 | 428.684 | -29.506 |
Avg Daily Profit (%) | 0.3225 | 0.268 | 0.0545 | 0.1545 | 0.16 | -0.0336 |
Buy And Hold Return (%) | 39.625 | 39.625 | 39.625 | 39.625 | 39.625 | 39.625 |
Max Trade Drawdown | -71602 | -54037 | -75633 | -597833 | -461116 | -405985 |
Profit Factor | 1.3169 | 1.5338 | 1.1057 | 1.097 | 1.2079 | 0.9856 |
Total Trades | 467 | 233 | 234 | 467 | 233 | 234 |
Winning Trades | 178 | 87 | 91 | 178 | 87 | 91 |
Losing Trades | 289 | 146 | 143 | 289 | 146 | 143 |
Profitability (%) | 38.1156 | 37.3391 | 38.8889 | 38.1156 | 37.3391 | 38.8889 |
Ratio Avg Win / Avg Loss | 2.1381 | 2.5739 | 1.7375 | 1.781 | 2.027 | 1.5489 |
Largest Winning Trade | 81704 | 81704 | 37262 | 294161 | 294161 | 195258 |
Largest Losing Trade | -15409 | -15409 | -14420 | -125200 | -125200 | -96950 |
Avg Bars in Trades | 53 | 51 | 55 | 53 | 51 | 55 |
Avg Bars in Winners | 96 | 97 | 95 | 96 | 97 | 95 |
Avg Bars in Losers | 26 | 24 | 29 | 26 | 24 | 29 |
Bars Traded | 24891 | 11954 | 12937 | 24891 | 11954 | 12937 |
Profit Streak | 9.9905 | 0 | 22.1155 | 9.9905 | 0 | 22.1155 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304160 | 236381 | -257329 | -107033 | 131439 | -580607 |
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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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