Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459911.79 | 435540.1596 | 24371.6304 | 67866.4595 | 36177.579 | 31688.8804 |
Total P&L (%) | 459.9118 | 435.5402 | 24.3716 | 67.8665 | 36.1776 | 31.6889 |
Avg Daily Profit (%) | 0.2842 | 0.2692 | 0.0151 | 0.032 | 0.0191 | 0.017 |
Buy And Hold Return (%) | 27.7151 | 27.7151 | 27.7151 | 27.7151 | 27.7151 | 27.7151 |
Max Trade Drawdown | -199667 | -178017 | -72483 | -2298603 | -2021211 | -560729 |
Profit Factor | 1.5661 | 1.8395 | 1.083 | 1.0142 | 1.0109 | 1.022 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 51.2987 | 51.9481 | 50.6494 | 51.2987 | 51.9481 | 50.6494 |
Ratio Avg Win / Avg Loss | 1.4868 | 1.7015 | 1.0552 | 0.9629 | 0.9351 | 0.9958 |
Largest Winning Trade | 215775 | 215775 | 26903 | 1436320 | 1436320 | 263246 |
Largest Losing Trade | -55233 | -55233 | -51006 | -1306406 | -1306406 | -414456 |
Avg Bars in Trades | 124 | 206 | 42 | 124 | 206 | 42 |
Avg Bars in Winners | 157 | 268 | 44 | 157 | 268 | 44 |
Avg Bars in Losers | 89 | 139 | 40 | 89 | 139 | 40 |
Bars Traded | 19144 | 15881 | 3263 | 19144 | 15881 | 3263 |
Profit Streak | 480.4443 | 0 | 491.0277 | 480.4443 | 0 | 491.0277 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417987 | -30002 | -509027 | -358989 | -490078 | -530605 |
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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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