Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303571.8126 | 229866.1569 | 73705.6556 | -92616.8402 | 2043.0829 | -94659.9231 |
Total P&L (%) | 303.5718 | 229.8662 | 73.7057 | -92.6168 | 2.0431 | -94.6599 |
Avg Daily Profit (%) | 0.2914 | 0.2207 | 0.0708 | -0.2499 | 0.0019 | -0.2809 |
Buy And Hold Return (%) | 14.8464 | 14.8464 | 14.8464 | 14.8464 | 14.8464 | 14.8464 |
Max Trade Drawdown | -100135 | -72368 | -99511 | -106289 | -5557 | -105259 |
Profit Factor | 1.4347 | 1.7283 | 1.1925 | 0.3558 | 1.0859 | 0.2111 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 143 | 68 | 75 | 143 | 68 | 75 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 71.1443 | 68 | 74.2574 | 71.1443 | 68 | 74.2574 |
Ratio Avg Win / Avg Loss | 0.5819 | 0.8133 | 0.4134 | 0.1443 | 0.511 | 0.0732 |
Largest Winning Trade | 30451 | 30451 | 20626 | 6807 | 5531 | 6807 |
Largest Losing Trade | -99511 | -40175 | -99511 | -105259 | -6569 | -105259 |
Avg Bars in Trades | 122 | 134 | 111 | 122 | 134 | 111 |
Avg Bars in Winners | 72 | 72 | 71 | 72 | 72 | 71 |
Avg Bars in Losers | 248 | 266 | 226 | 248 | 266 | 226 |
Bars Traded | 24720 | 13463 | 11256 | 24720 | 13463 | 11256 |
Profit Streak | 8.9244 | 8.9244 | 23.6744 | 8.9244 | 8.9244 | 23.6744 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467486 | 406368 | -105622 | -575434 | -480663 | -576175 |
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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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