Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501319.0608 | 545511.6834 | -44192.6226 | -30125.9334 | 98144.5491 | -128270.4825 |
Total P&L (%) | 501.3191 | 545.5117 | -44.1926 | -30.1259 | 98.1445 | -128.2705 |
Avg Daily Profit (%) | 0.2666 | 0.2901 | -0.0235 | -0.0191 | 0.0364 | 0 |
Buy And Hold Return (%) | 208.2449 | 208.2449 | 208.2449 | 208.2449 | 208.2449 | 208.2449 |
Max Trade Drawdown | -155404 | -73670 | -245737 | -148037 | -42847 | -163995 |
Profit Factor | 1.4944 | 2.2007 | 0.921 | 0.9371 | 1.5363 | 0.5662 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Losing Trades | 125 | 60 | 65 | 125 | 60 | 65 |
Profitability (%) | 48.3471 | 50.4132 | 46.281 | 48.3471 | 50.4132 | 46.281 |
Ratio Avg Win / Avg Loss | 1.5966 | 2.1646 | 1.0691 | 1.0011 | 1.5111 | 0.6571 |
Largest Winning Trade | 289380 | 289380 | 38780 | 43272 | 43272 | 11767 |
Largest Losing Trade | -86895 | -51101 | -86895 | -80554 | -23021 | -80554 |
Avg Bars in Trades | 90 | 97 | 84 | 90 | 97 | 84 |
Avg Bars in Winners | 90 | 101 | 78 | 90 | 101 | 78 |
Avg Bars in Losers | 90 | 92 | 89 | 90 | 92 | 89 |
Bars Traded | 21966 | 11748 | 10218 | 21966 | 11748 | 10218 |
Profit Streak | 32.5704 | 101.9037 | 32.5704 | 32.5704 | 101.9037 | 32.5704 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320124 | 387430 | -580249 | -577035 | -306230 | -581916 |
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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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