Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355176.0072 | 306953.1245 | 48222.8827 | 638860.3767 | 828102.016 | -189241.6393 |
Total P&L (%) | 355.176 | 306.9531 | 48.2229 | 638.8604 | 828.102 | -189.2416 |
Avg Daily Profit (%) | 0.3982 | 0.3441 | 0.0541 | 0.2245 | 0.2501 | 0 |
Buy And Hold Return (%) | 143.8293 | 143.8293 | 143.8293 | 143.8293 | 143.8293 | 143.8293 |
Max Trade Drawdown | -92064 | -53595 | -136288 | -414674 | -192398 | -669588 |
Profit Factor | 1.5068 | 2.0065 | 1.1218 | 1.2126 | 1.6337 | 0.8886 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 127 | 59 | 68 | 127 | 59 | 68 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 59.3458 | 55.1402 | 63.5514 | 59.3458 | 55.1402 | 63.5514 |
Ratio Avg Win / Avg Loss | 1.0322 | 1.6324 | 0.6434 | 0.8307 | 1.3291 | 0.5096 |
Largest Winning Trade | 62614 | 62614 | 31650 | 222434 | 222434 | 108753 |
Largest Losing Trade | -49481 | -19470 | -49481 | -291449 | -178909 | -291449 |
Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Winners | 20 | 19 | 22 | 20 | 19 | 22 |
Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
Bars Traded | 5229 | 2495 | 2734 | 5229 | 2495 | 2734 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342448 | 264454 | -372941 | 248743 | 370600 | -579012 |
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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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