Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733959.6148 | 723336.9217 | 10622.6931 | 98052.5538 | 99952.7782 | -1900.2244 |
Total P&L (%) | 733.9596 | 723.3369 | 10.6227 | 98.0526 | 99.9528 | -1.9002 |
Avg Daily Profit (%) | 0.3931 | 0.3874 | 0.0057 | 0.0366 | 0.0371 | -0.001 |
Buy And Hold Return (%) | 318.3397 | 318.3397 | 318.3397 | 318.3397 | 318.3397 | 318.3397 |
Max Trade Drawdown | -147290 | -70232 | -232922 | -166209 | -165067 | -139096 |
Profit Factor | 1.6449 | 2.5413 | 1.0159 | 1.0865 | 1.1843 | 0.9968 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 129 | 55 | 74 | 129 | 55 | 74 |
Losing Trades | 149 | 84 | 65 | 149 | 84 | 65 |
Profitability (%) | 46.4029 | 39.5683 | 53.2374 | 46.4029 | 39.5683 | 53.2374 |
Ratio Avg Win / Avg Loss | 1.8999 | 3.8812 | 0.8923 | 1.255 | 1.8088 | 0.8756 |
Largest Winning Trade | 199542 | 199542 | 52319 | 180668 | 180668 | 57755 |
Largest Losing Trade | -92287 | -22580 | -92287 | -64632 | -33764 | -64632 |
Avg Bars in Trades | 39 | 33 | 46 | 39 | 33 | 46 |
Avg Bars in Winners | 54 | 46 | 59 | 54 | 46 | 59 |
Avg Bars in Losers | 27 | 24 | 31 | 27 | 24 | 31 |
Bars Traded | 11063 | 4606 | 6457 | 11063 | 4606 | 6457 |
Profit Streak | 19.6979 | 31.0312 | 19.6979 | 19.6979 | 31.0312 | 19.6979 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341178 | 238589 | -554930 | -433574 | -328528 | -579987 |
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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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