Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598799.1802 | 495844.1712 | 102955.009 | 779693.3372 | 654944.049 | 124749.2882 |
Total P&L (%) | 598.7992 | 495.8442 | 102.955 | 779.6933 | 654.944 | 124.7493 |
Avg Daily Profit (%) | 0.3252 | 0.2693 | 0.0559 | 0.1181 | 0.1098 | 0.044 |
Buy And Hold Return (%) | 170.8361 | 170.8361 | 170.8361 | 170.8361 | 170.8361 | 170.8361 |
Max Trade Drawdown | -94703 | -54407 | -165181 | -395484 | -223751 | -318303 |
Profit Factor | 1.4572 | 1.8682 | 1.1394 | 1.3657 | 1.677 | 1.1071 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Losing Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Profitability (%) | 60.0515 | 59.7938 | 60.3093 | 60.0515 | 59.7938 | 60.3093 |
Ratio Avg Win / Avg Loss | 0.9694 | 1.2562 | 0.7499 | 0.9085 | 1.1277 | 0.7286 |
Largest Winning Trade | 57785 | 57785 | 33765 | 156768 | 142088 | 156768 |
Largest Losing Trade | -90542 | -26844 | -90542 | -163419 | -105381 | -163419 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 16 | 13 | 18 | 16 | 13 | 18 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 7165 | 3304 | 3860 | 7165 | 3304 | 3860 |
Profit Streak | 0 | 0 | 20.4715 | 0 | 0 | 20.4715 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339569 | 340473 | -350258 | -34152 | -44242 | -401688 |
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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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