Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258510.348 | 108010.759 | 150499.589 | 185606.4796 | -11324.2909 | 196930.7705 |
Total P&L (%) | 258.5103 | 108.0108 | 150.4996 | 185.6065 | -11.3243 | 196.9308 |
Avg Daily Profit (%) | 0.2008 | 0.0839 | 0.1169 | 0.0815 | -0.0093 | 0.0846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128689 | -109607 | -58084 | -297750 | -307795 | -89956 |
Profit Factor | 1.3857 | 1.2606 | 1.5887 | 1.1604 | 0.9851 | 1.4961 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 55.2632 | 53.9474 | 56.5789 | 55.2632 | 53.9474 | 56.5789 |
Ratio Avg Win / Avg Loss | 1.1218 | 1.0761 | 1.2193 | 0.9394 | 0.8409 | 1.1482 |
Largest Winning Trade | 106097 | 106097 | 29339 | 102223 | 102223 | 48795 |
Largest Losing Trade | -30860 | -30860 | -28459 | -88053 | -88053 | -38458 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 2348 | 1162 | 1186 | 2348 | 1162 | 1186 |
Profit Streak | 23.6247 | 31.6247 | 23.6247 | 23.6247 | 31.6247 | 23.6247 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396921 | -129235 | -82604 | -127004 | -628906 | -126273 |
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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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