Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298735.1483 | 257660.8445 | 41074.3038 | 112180.2681 | -500.0442 | 112680.3123 |
Total P&L (%) | 298.7351 | 257.6608 | 41.0743 | 112.1803 | -0.5 | 112.6803 |
Avg Daily Profit (%) | 0.2771 | 0.239 | 0.0381 | 0.0698 | -0.0005 | 0.07 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104745 | -98274 | -42305 | -315301 | -284082 | -92037 |
Profit Factor | 1.5055 | 1.7637 | 1.162 | 1.0797 | 0.9994 | 1.1869 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 78 | 33 | 45 | 78 | 33 | 45 |
Losing Trades | 118 | 65 | 53 | 118 | 65 | 53 |
Profitability (%) | 39.7959 | 33.6735 | 45.9184 | 39.7959 | 33.6735 | 45.9184 |
Ratio Avg Win / Avg Loss | 2.2776 | 3.4739 | 1.3686 | 1.6334 | 1.9685 | 1.3979 |
Largest Winning Trade | 264479 | 264479 | 35072 | 197171 | 197171 | 107139 |
Largest Losing Trade | -20669 | -20215 | -20669 | -51205 | -51205 | -36401 |
Avg Bars in Trades | 15 | 17 | 14 | 15 | 17 | 14 |
Avg Bars in Winners | 24 | 29 | 20 | 24 | 29 | 20 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 3091 | 1678 | 1412 | 3091 | 1678 | 1412 |
Profit Streak | 8.9809 | 0 | 13.3142 | 8.9809 | 0 | 13.3142 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314464 | 177640 | -187458 | -233456 | -584364 | -115339 |
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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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