Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219866.1424 | 235655.0808 | -15788.9384 | 215585.7138 | 654430.425 | -438844.7112 |
Total P&L (%) | 219.8661 | 235.6551 | -15.7889 | 215.5857 | 654.4304 | -438.8447 |
Avg Daily Profit (%) | 0.2512 | 0.2693 | -0.018 | 0.1314 | 0.2312 | 0 |
Buy And Hold Return (%) | 212.6304 | 212.6304 | 212.6304 | 212.6304 | 212.6304 | 212.6304 |
Max Trade Drawdown | -125633 | -66899 | -84946 | -1220457 | -802905 | -650706 |
Profit Factor | 1.4831 | 1.9189 | 0.9205 | 1.0817 | 1.45 | 0.6294 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 146 | 78 | 68 | 146 | 78 | 68 |
Losing Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Profitability (%) | 78.0749 | 83.871 | 72.3404 | 78.0749 | 83.871 | 72.3404 |
Ratio Avg Win / Avg Loss | 0.4165 | 0.369 | 0.352 | 0.3038 | 0.2788 | 0.2406 |
Largest Winning Trade | 30243 | 30243 | 7555 | 270350 | 270350 | 72772 |
Largest Losing Trade | -52060 | -52060 | -42255 | -733872 | -733872 | -265347 |
Avg Bars in Trades | 52 | 93 | 11 | 52 | 93 | 11 |
Avg Bars in Winners | 24 | 40 | 6 | 24 | 40 | 6 |
Avg Bars in Losers | 152 | 372 | 25 | 152 | 372 | 25 |
Bars Traded | 9853 | 8729 | 1124 | 9853 | 8729 | 1124 |
Profit Streak | 12.5817 | 18.3317 | 12.5817 | 12.5817 | 18.3317 | 12.5817 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141409 | -117248 | -576546 | -305184 | 372849 | -576546 |
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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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