Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232674.7734 | 171177.8854 | 61496.888 | 257716.631 | 192693.7752 | 65022.8558 |
Total P&L (%) | 232.6748 | 171.1779 | 61.4969 | 257.7166 | 192.6938 | 65.0229 |
Avg Daily Profit (%) | 0.2234 | 0.1643 | 0.059 | 0.1224 | 0.1032 | 0.0481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116211 | -82609 | -46837 | -561731 | -407881 | -176763 |
Profit Factor | 1.3307 | 1.4779 | 1.178 | 1.1304 | 1.1898 | 1.0677 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 128 | 61 | 67 | 128 | 61 | 67 |
Losing Trades | 156 | 81 | 75 | 156 | 81 | 75 |
Profitability (%) | 45.0704 | 42.9577 | 47.1831 | 45.0704 | 42.9577 | 47.1831 |
Ratio Avg Win / Avg Loss | 1.6217 | 1.9625 | 1.3187 | 1.3777 | 1.5799 | 1.1952 |
Largest Winning Trade | 51296 | 51296 | 25393 | 137939 | 137939 | 85583 |
Largest Losing Trade | -18003 | -18003 | -14472 | -90880 | -90880 | -79980 |
Avg Bars in Trades | 87 | 81 | 92 | 87 | 81 | 92 |
Avg Bars in Winners | 104 | 102 | 106 | 104 | 102 | 106 |
Avg Bars in Losers | 72 | 66 | 79 | 72 | 66 | 79 |
Bars Traded | 24714 | 11620 | 13095 | 24714 | 11620 | 13095 |
Profit Streak | 0 | 13.9291 | 0 | 0 | 13.9291 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315776 | 262044 | -140651 | -107027 | -68200 | -276339 |
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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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