Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312136.5719 | 103963.6376 | 208172.9343 | 162113.1151 | -31615.5982 | 193728.7133 |
Total P&L (%) | 312.1366 | 103.9636 | 208.1729 | 162.1131 | -31.6156 | 193.7287 |
Avg Daily Profit (%) | 0.2114 | 0.0704 | 0.141 | 0.0653 | -0.0257 | 0.073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91978 | -97537 | -88980 | -247457 | -203046 | -204111 |
Profit Factor | 1.3324 | 1.2266 | 1.4335 | 1.0889 | 0.966 | 1.2167 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Losing Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Profitability (%) | 54.3651 | 53.9683 | 54.7619 | 54.3651 | 53.9683 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.1184 | 1.0462 | 1.1842 | 0.914 | 0.8239 | 1.0051 |
Largest Winning Trade | 76518 | 76518 | 34484 | 112073 | 112073 | 76710 |
Largest Losing Trade | -49400 | -34847 | -49400 | -180896 | -119412 | -180896 |
Avg Bars in Trades | 33 | 29 | 38 | 33 | 29 | 38 |
Avg Bars in Winners | 29 | 22 | 37 | 29 | 22 | 37 |
Avg Bars in Losers | 38 | 36 | 39 | 38 | 36 | 39 |
Bars Traded | 8507 | 3657 | 4850 | 8507 | 3657 | 4850 |
Profit Streak | 8.9172 | 19.2505 | 0 | 8.9172 | 19.2505 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379912 | -97661 | -3542 | -227654 | -579140 | -95508 |
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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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