Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175804.9756 | 72665.5202 | 103139.4554 | 191210.3095 | 83739.8235 | 107470.4859 |
Total P&L (%) | 175.805 | 72.6655 | 103.1395 | 191.2103 | 83.7398 | 107.4705 |
Avg Daily Profit (%) | 0.1688 | 0.0698 | 0.099 | 0.1027 | 0.0584 | 0.0701 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57385 | -61866 | -59293 | -73881 | -41614 | -58007 |
Profit Factor | 1.3803 | 1.3166 | 1.443 | 1.4243 | 1.401 | 1.4444 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 121 | 52 | 69 | 121 | 52 | 69 |
Losing Trades | 81 | 49 | 32 | 81 | 49 | 32 |
Profitability (%) | 59.901 | 51.4851 | 68.3168 | 59.901 | 51.4851 | 68.3168 |
Ratio Avg Win / Avg Loss | 0.924 | 1.2406 | 0.6692 | 0.9535 | 1.3202 | 0.6699 |
Largest Winning Trade | 29489 | 29489 | 17409 | 38838 | 38838 | 28249 |
Largest Losing Trade | -32985 | -21582 | -32985 | -27476 | -17559 | -27476 |
Avg Bars in Trades | 122 | 125 | 118 | 122 | 125 | 118 |
Avg Bars in Winners | 98 | 97 | 99 | 98 | 97 | 99 |
Avg Bars in Losers | 157 | 155 | 158 | 157 | 155 | 158 |
Bars Traded | 24646 | 12717 | 11929 | 24646 | 12717 | 11929 |
Profit Streak | 4.9056 | 0 | 17.364 | 4.9056 | 0 | 17.364 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332329 | -99697 | -58056 | -53767 | -114302 | -96618 |
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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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