Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296231.7843 | 297630.5538 | -1398.7695 | -24354.3614 | 44194.2497 | -68548.6111 |
Total P&L (%) | 296.2318 | 297.6306 | -1.3988 | -24.3544 | 44.1943 | -68.5486 |
Avg Daily Profit (%) | 0.1538 | 0.1545 | -0.0007 | -0.0145 | 0.019 | -0.06 |
Buy And Hold Return (%) | 47.4463 | 47.4463 | 47.4463 | 47.4463 | 47.4463 | 47.4463 |
Max Trade Drawdown | -139888 | -147114 | -179232 | -113320 | -66523 | -142340 |
Profit Factor | 1.234 | 1.5372 | 0.998 | 0.9645 | 1.1419 | 0.817 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Losing Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Profitability (%) | 44.8133 | 45 | 44.6281 | 44.8133 | 45 | 44.6281 |
Ratio Avg Win / Avg Loss | 1.5196 | 1.8789 | 1.2383 | 1.1878 | 1.3957 | 1.0137 |
Largest Winning Trade | 93337 | 93337 | 37212 | 57782 | 57782 | 19551 |
Largest Losing Trade | -35077 | -35077 | -33151 | -40429 | -30769 | -40429 |
Avg Bars in Trades | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Winners | 33 | 31 | 34 | 33 | 31 | 34 |
Avg Bars in Losers | 15 | 18 | 12 | 15 | 18 | 12 |
Bars Traded | 5619 | 2913 | 2706 | 5619 | 2913 | 2706 |
Profit Streak | 45.6178 | 45.6178 | 46.9512 | 45.6178 | 45.6178 | 46.9512 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304355 | 289697 | -580166 | -578170 | -398998 | -580166 |
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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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