Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228549.2553 | 246872.827 | -18323.5717 | 23687.7912 | 598850.2577 | -575162.4665 |
Total P&L (%) | 228.5493 | 246.8728 | -18.3236 | 23.6878 | 598.8503 | -575.1625 |
Avg Daily Profit (%) | 0.2594 | 0.2802 | -0.0208 | 0.0241 | 0.2209 | 0 |
Buy And Hold Return (%) | 214.3442 | 214.3442 | 214.3442 | 214.3442 | 214.3442 | 214.3442 |
Max Trade Drawdown | -116170 | -77459 | -154020 | -654046 | -120952 | -816297 |
Profit Factor | 1.2524 | 1.7768 | 0.9688 | 1.0095 | 1.843 | 0.6759 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Losing Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Profitability (%) | 60.0806 | 60.4839 | 59.6774 | 60.0806 | 60.4839 | 59.6774 |
Ratio Avg Win / Avg Loss | 0.8321 | 1.1609 | 0.6546 | 0.6708 | 1.2041 | 0.4567 |
Largest Winning Trade | 33925 | 33925 | 22989 | 123534 | 123534 | 99399 |
Largest Losing Trade | -78418 | -17405 | -78418 | -572208 | -56104 | -572208 |
Avg Bars in Trades | 20 | 17 | 24 | 20 | 17 | 24 |
Avg Bars in Winners | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Losers | 24 | 18 | 30 | 24 | 18 | 30 |
Bars Traded | 5107 | 2121 | 2986 | 5107 | 2121 | 2986 |
Profit Streak | 0 | 0 | 12.6932 | 0 | 0 | 12.6932 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136022 | -106586 | -578857 | -535232 | 313933 | -578857 |
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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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