Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358851.2671 | 422551.8734 | -63700.6063 | 53540.4461 | 137232.9669 | -83692.5207 |
Total P&L (%) | 358.8513 | 422.5519 | -63.7006 | 53.5404 | 137.233 | -83.6925 |
Avg Daily Profit (%) | 0.1949 | 0.2295 | -0.0346 | 0.0233 | 0.0469 | -0.0985 |
Buy And Hold Return (%) | 166.4739 | 166.4739 | 166.4739 | 166.4739 | 166.4739 | 166.4739 |
Max Trade Drawdown | -121929 | -105321 | -138635 | -506881 | -459907 | -222897 |
Profit Factor | 1.3406 | 1.8628 | 0.887 | 1.0266 | 1.1265 | 0.9101 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 98 | 56 | 42 | 98 | 56 | 42 |
Losing Trades | 98 | 42 | 56 | 98 | 42 | 56 |
Profitability (%) | 50 | 57.1429 | 42.8571 | 50 | 57.1429 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.3406 | 1.3971 | 1.1827 | 1.0266 | 0.8449 | 1.2135 |
Largest Winning Trade | 108164 | 108164 | 30577 | 124618 | 124618 | 85533 |
Largest Losing Trade | -59926 | -50701 | -59926 | -206636 | -206636 | -115938 |
Avg Bars in Trades | 17 | 23 | 12 | 17 | 23 | 12 |
Avg Bars in Winners | 19 | 20 | 19 | 19 | 20 | 19 |
Avg Bars in Losers | 15 | 26 | 7 | 15 | 26 | 7 |
Bars Traded | 3484 | 2255 | 1229 | 3484 | 2255 | 1229 |
Profit Streak | 0 | 61.2098 | 0 | 0 | 61.2098 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 121036 | 311855 | -581904 | -517538 | -377174 | -581904 |
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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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