Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400273.6251 | 392491.9521 | 7781.6731 | -26882.027 | 215544.1021 | -242426.1292 |
Total P&L (%) | 400.2736 | 392.492 | 7.7817 | -26.882 | 215.5441 | -242.4261 |
Avg Daily Profit (%) | 0.208 | 0.2039 | 0.004 | -0.0163 | 0.0597 | 0 |
Buy And Hold Return (%) | 70.4388 | 70.4388 | 70.4388 | 70.4388 | 70.4388 | 70.4388 |
Max Trade Drawdown | -136528 | -140838 | -157072 | -326565 | -281487 | -315509 |
Profit Factor | 1.3443 | 1.6003 | 1.0153 | 0.9842 | 1.2343 | 0.691 |
Total Trades | 323 | 162 | 161 | 323 | 162 | 161 |
Winning Trades | 245 | 128 | 117 | 245 | 128 | 117 |
Losing Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Profitability (%) | 75.8514 | 79.0123 | 72.6708 | 75.8514 | 79.0123 | 72.6708 |
Ratio Avg Win / Avg Loss | 0.428 | 0.4251 | 0.3818 | 0.3133 | 0.3279 | 0.2599 |
Largest Winning Trade | 31810 | 31810 | 18872 | 71234 | 71234 | 32166 |
Largest Losing Trade | -63300 | -60554 | -63300 | -218264 | -177058 | -218264 |
Avg Bars in Trades | 35 | 56 | 14 | 35 | 56 | 14 |
Avg Bars in Winners | 12 | 16 | 8 | 12 | 16 | 8 |
Avg Bars in Losers | 106 | 205 | 29 | 106 | 205 | 29 |
Bars Traded | 11411 | 9142 | 2269 | 11411 | 9142 | 2269 |
Profit Streak | 2.0058 | 30.0058 | 0 | 2.0058 | 30.0058 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304918 | 459056 | -555059 | -577806 | -112426 | -577273 |
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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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