Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474543.0224 | 422143.2609 | 52399.7615 | 221970.3298 | 129797.3392 | 92172.9906 |
Total P&L (%) | 474.543 | 422.1433 | 52.3998 | 221.9703 | 129.7973 | 92.173 |
Avg Daily Profit (%) | 0.2477 | 0.2203 | 0.0273 | 0.061 | 0.0434 | 0.0341 |
Buy And Hold Return (%) | 16.0382 | 16.0382 | 16.0382 | 16.0382 | 16.0382 | 16.0382 |
Max Trade Drawdown | -127850 | -129888 | -75344 | -1058923 | -964683 | -510981 |
Profit Factor | 1.4152 | 1.7096 | 1.0956 | 1.0346 | 1.0361 | 1.0326 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Losing Trades | 103 | 50 | 53 | 103 | 50 | 53 |
Profitability (%) | 50.2415 | 51.9231 | 48.5437 | 50.2415 | 51.9231 | 48.5437 |
Ratio Avg Win / Avg Loss | 1.4016 | 1.583 | 1.1614 | 1.0246 | 0.9594 | 1.0946 |
Largest Winning Trade | 104023 | 104023 | 46440 | 470099 | 470099 | 209259 |
Largest Losing Trade | -54551 | -54551 | -41220 | -544527 | -544527 | -510981 |
Avg Bars in Trades | 18 | 26 | 10 | 18 | 26 | 10 |
Avg Bars in Winners | 16 | 20 | 13 | 16 | 20 | 13 |
Avg Bars in Losers | 19 | 32 | 7 | 19 | 32 | 7 |
Bars Traded | 3777 | 2732 | 1045 | 3777 | 2732 | 1045 |
Profit Streak | 7.082 | 8.082 | 0 | 7.082 | 8.082 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392130 | 430511 | -275113 | -291825 | -316426 | -333394 |
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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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