Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269918.1739 | 364743.0465 | -94824.8726 | -89979.7255 | 175518.0948 | -265497.8202 |
Total P&L (%) | 269.9182 | 364.743 | -94.8249 | -89.9797 | 175.5181 | -265.4978 |
Avg Daily Profit (%) | 0.1668 | 0.2254 | -0.0586 | -0.1421 | 0.0627 | 0 |
Buy And Hold Return (%) | 23.098 | 23.098 | 23.098 | 23.098 | 23.098 | 23.098 |
Max Trade Drawdown | -199732 | -201599 | -198474 | -249831 | -129749 | -287632 |
Profit Factor | 1.2187 | 1.6111 | 0.8512 | 0.9192 | 1.3292 | 0.5423 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Losing Trades | 114 | 54 | 60 | 114 | 54 | 60 |
Profitability (%) | 41.8367 | 44.898 | 38.7755 | 41.8367 | 44.898 | 38.7755 |
Ratio Avg Win / Avg Loss | 1.6943 | 1.9773 | 1.344 | 1.2779 | 1.6313 | 0.8563 |
Largest Winning Trade | 121280 | 121280 | 57012 | 114463 | 114463 | 75744 |
Largest Losing Trade | -84310 | -40602 | -84310 | -94430 | -66531 | -94430 |
Avg Bars in Trades | 97 | 102 | 92 | 97 | 102 | 92 |
Avg Bars in Winners | 132 | 133 | 131 | 132 | 133 | 131 |
Avg Bars in Losers | 72 | 77 | 67 | 72 | 77 | 67 |
Bars Traded | 19154 | 10082 | 9072 | 19154 | 10082 | 9072 |
Profit Streak | 499.8669 | 0 | 507.9503 | 499.8669 | 0 | 507.9503 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 232975 | 310004 | -583185 | -580675 | -110165 | -584851 |
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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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