Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221842.3927 | 289609.8399 | -67767.4472 | -95149.2063 | 86222.6996 | -181371.9059 |
Total P&L (%) | 221.8424 | 289.6098 | -67.7674 | -95.1492 | 86.2227 | -181.3719 |
Avg Daily Profit (%) | 0.1155 | 0.1508 | -0.0353 | -0.1575 | 0.0324 | 0 |
Buy And Hold Return (%) | 17.6631 | 17.6631 | 17.6631 | 17.6631 | 17.6631 | 17.6631 |
Max Trade Drawdown | -252144 | -95685 | -303927 | -147870 | -35297 | -223713 |
Profit Factor | 1.1297 | 1.3844 | 0.9292 | 0.801 | 1.5805 | 0.4498 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 186 | 95 | 91 | 186 | 95 | 91 |
Losing Trades | 186 | 91 | 95 | 186 | 91 | 95 |
Profitability (%) | 50 | 51.0753 | 48.9247 | 50 | 51.0753 | 48.9247 |
Ratio Avg Win / Avg Loss | 1.1297 | 1.3261 | 0.97 | 0.801 | 1.514 | 0.4696 |
Largest Winning Trade | 72700 | 72700 | 50982 | 45549 | 45549 | 17646 |
Largest Losing Trade | -93798 | -27738 | -93798 | -69975 | -13065 | -69975 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 5690 | 2863 | 2827 | 5690 | 2863 | 2827 |
Profit Streak | 16.7839 | 16.7839 | 20.1173 | 16.7839 | 16.7839 | 20.1173 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113348 | 331492 | -579944 | -577487 | -146749 | -579944 |
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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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