Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317530.5994 | 238271.498 | 79259.1014 | 148318.331 | 197965.6193 | -49647.2883 |
Total P&L (%) | 317.5306 | 238.2715 | 79.2591 | 148.3183 | 197.9656 | -49.6473 |
Avg Daily Profit (%) | 0.2234 | 0.1676 | 0.0558 | 0.064 | 0.0768 | -0.0483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112308 | -97961 | -92712 | -361988 | -282510 | -242518 |
Profit Factor | 1.2778 | 1.4562 | 1.1277 | 1.0612 | 1.166 | 0.9596 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 139 | 67 | 72 | 139 | 67 | 72 |
Losing Trades | 193 | 99 | 94 | 193 | 99 | 94 |
Profitability (%) | 41.8675 | 40.3614 | 43.3735 | 41.8675 | 40.3614 | 43.3735 |
Ratio Avg Win / Avg Loss | 1.7742 | 2.1518 | 1.4722 | 1.4735 | 1.7228 | 1.2528 |
Largest Winning Trade | 116242 | 116242 | 55421 | 269763 | 269763 | 75204 |
Largest Losing Trade | -36272 | -25998 | -36272 | -73011 | -70569 | -73011 |
Avg Bars in Trades | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Winners | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 4209 | 2189 | 2020 | 4209 | 2189 | 2020 |
Profit Streak | 11.9911 | 0 | 13.3245 | 11.9911 | 0 | 13.3245 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300769 | 228148 | -199934 | -261166 | -130394 | -580491 |
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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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