Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256659.4462 | 174800.5638 | 81858.8824 | -63949.7831 | -7639.4103 | -56310.3729 |
Total P&L (%) | 256.6594 | 174.8006 | 81.8589 | -63.9498 | -7.6394 | -56.3104 |
Avg Daily Profit (%) | 0.1801 | 0.1227 | 0.0574 | -0.0716 | -0.0056 | -0.0581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133335 | -60843 | -113908 | -263552 | -121755 | -218374 |
Profit Factor | 1.3517 | 1.5221 | 1.2073 | 0.9228 | 0.9788 | 0.8797 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 53.9683 | 47.619 | 60.3175 | 53.9683 | 47.619 | 60.3175 |
Ratio Avg Win / Avg Loss | 1.153 | 1.6743 | 0.7943 | 0.7871 | 1.0767 | 0.5787 |
Largest Winning Trade | 86722 | 86722 | 38839 | 77018 | 59474 | 77018 |
Largest Losing Trade | -91573 | -30188 | -91573 | -140786 | -53296 | -140786 |
Avg Bars in Trades | 66 | 68 | 64 | 66 | 68 | 64 |
Avg Bars in Winners | 62 | 65 | 60 | 62 | 65 | 60 |
Avg Bars in Losers | 71 | 70 | 72 | 71 | 70 | 72 |
Bars Traded | 8386 | 4294 | 4092 | 8386 | 4294 | 4092 |
Profit Streak | 15.6209 | 0 | 55.2876 | 15.6209 | 0 | 55.2876 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334103 | -174304 | -262722 | -579348 | -726717 | -725138 |
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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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