Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589297.3732 | 542096.7581 | 47200.6151 | 134956.8066 | 347234.3001 | -212277.4935 |
Total P&L (%) | 589.2974 | 542.0968 | 47.2006 | 134.9568 | 347.2343 | -212.2775 |
Avg Daily Profit (%) | 0.2464 | 0.2266 | 0.0197 | 0.0357 | 0.0626 | 0 |
Buy And Hold Return (%) | 196.6432 | 196.6432 | 196.6432 | 196.6432 | 196.6432 | 196.6432 |
Max Trade Drawdown | -124579 | -94735 | -124273 | -271193 | -47319 | -249003 |
Profit Factor | 1.5375 | 2.208 | 1.0729 | 1.133 | 2.1579 | 0.703 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 54.5946 | 53.7634 | 55.4348 | 54.5946 | 53.7634 | 55.4348 |
Ratio Avg Win / Avg Loss | 1.2787 | 1.8988 | 0.8625 | 0.9423 | 1.8558 | 0.5652 |
Largest Winning Trade | 166127 | 166127 | 53189 | 146669 | 146669 | 41667 |
Largest Losing Trade | -83648 | -31003 | -83648 | -249003 | -40569 | -249003 |
Avg Bars in Trades | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Winners | 22 | 23 | 22 | 22 | 23 | 22 |
Avg Bars in Losers | 29 | 28 | 29 | 29 | 28 | 29 |
Bars Traded | 4772 | 2406 | 2366 | 4772 | 2406 | 2366 |
Profit Streak | 11.074 | 43.074 | 0 | 11.074 | 43.074 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336148 | 381116 | -473614 | -384356 | -112183 | -580104 |
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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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