Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164546.6798 | 136139.8187 | 28406.8611 | 235766.3134 | 256170.7191 | -20404.4057 |
Total P&L (%) | 164.5467 | 136.1398 | 28.4069 | 235.7663 | 256.1707 | -20.4044 |
Avg Daily Profit (%) | 0.6319 | 0.5228 | 0.1091 | 0.4662 | 0.489 | -0.0876 |
Buy And Hold Return (%) | 31.457 | 31.457 | 31.457 | 31.457 | 31.457 | 31.457 |
Max Trade Drawdown | -36999 | -21565 | -30734 | -127231 | -65815 | -109244 |
Profit Factor | 1.6329 | 2.1534 | 1.2001 | 1.3484 | 1.8085 | 0.9433 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 41.9118 | 38.2353 | 45.5882 | 41.9118 | 38.2353 | 45.5882 |
Ratio Avg Win / Avg Loss | 2.2632 | 3.4785 | 1.4324 | 1.8688 | 2.9214 | 1.1259 |
Largest Winning Trade | 53353 | 53353 | 26870 | 93466 | 93466 | 41860 |
Largest Losing Trade | -13013 | -6886 | -13013 | -28081 | -20917 | -28081 |
Avg Bars in Trades | 180 | 178 | 182 | 180 | 178 | 182 |
Avg Bars in Winners | 297 | 306 | 289 | 297 | 306 | 289 |
Avg Bars in Losers | 96 | 99 | 92 | 96 | 99 | 92 |
Bars Traded | 24527 | 12127 | 12400 | 24527 | 12127 | 12400 |
Profit Streak | 5.9198 | 12.5344 | 0 | 5.9198 | 12.5344 | 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 | 350736 | -101800 | -326238 | 284585 | -100824 | -691680 |
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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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