Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395737.8122 | 306815.2465 | 88922.5658 | 606363.0494 | 839942.9083 | -233579.8589 |
Total P&L (%) | 395.7378 | 306.8152 | 88.9226 | 606.363 | 839.9429 | -233.5799 |
Avg Daily Profit (%) | 0.3256 | 0.2525 | 0.0732 | 0.161 | 0.1845 | 0 |
Buy And Hold Return (%) | 21.9852 | 21.9852 | 21.9852 | 21.9852 | 21.9852 | 21.9852 |
Max Trade Drawdown | -86945 | -91274 | -88689 | -980612 | -787107 | -826806 |
Profit Factor | 1.3594 | 1.5733 | 1.1571 | 1.0908 | 1.2753 | 0.9356 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Losing Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Profitability (%) | 46.7532 | 46.7532 | 46.7532 | 46.7532 | 46.7532 | 46.7532 |
Ratio Avg Win / Avg Loss | 1.5482 | 1.7918 | 1.3179 | 1.2423 | 1.4524 | 1.0656 |
Largest Winning Trade | 92844 | 92844 | 31228 | 222957 | 222957 | 165395 |
Largest Losing Trade | -28463 | -21529 | -28463 | -378638 | -156647 | -378638 |
Avg Bars in Trades | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Winners | 14 | 12 | 16 | 14 | 12 | 16 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 3556 | 1699 | 1857 | 3556 | 1699 | 1857 |
Profit Streak | 7.0662 | 0 | 10.7329 | 7.0662 | 0 | 10.7329 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416233 | 367234 | -145193 | -111657 | 255772 | -579197 |
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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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