Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310127.6479 | 300664.9467 | 9462.7011 | 121108.2182 | 176879.0819 | -55770.8638 |
Total P&L (%) | 310.1276 | 300.6649 | 9.4627 | 121.1082 | 176.8791 | -55.7709 |
Avg Daily Profit (%) | 0.2977 | 0.2886 | 0.0091 | 0.0762 | 0.0978 | -0.0783 |
Buy And Hold Return (%) | 33.4293 | 33.4293 | 33.4293 | 33.4293 | 33.4293 | 33.4293 |
Max Trade Drawdown | -142527 | -106000 | -64921 | -693073 | -567812 | -239127 |
Profit Factor | 1.4547 | 1.6908 | 1.0383 | 1.0654 | 1.1422 | 0.9082 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 56.044 | 56.044 | 56.044 | 56.044 | 56.044 | 56.044 |
Ratio Avg Win / Avg Loss | 1.141 | 1.3261 | 0.8144 | 0.8356 | 0.8959 | 0.7123 |
Largest Winning Trade | 141175 | 141175 | 20508 | 482626 | 482626 | 59444 |
Largest Losing Trade | -42915 | -42915 | -28155 | -356859 | -356859 | -161401 |
Avg Bars in Trades | 133 | 222 | 44 | 133 | 222 | 44 |
Avg Bars in Winners | 123 | 201 | 46 | 123 | 201 | 46 |
Avg Bars in Losers | 145 | 249 | 41 | 145 | 249 | 41 |
Bars Traded | 24251 | 20232 | 4020 | 24251 | 20232 | 4020 |
Profit Streak | 12.2794 | 0 | 63.6544 | 12.2794 | 0 | 63.6544 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426287 | 393965 | -524460 | -241633 | -128792 | -578751 |
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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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