Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321219.5936 | 124489.2194 | 196730.3742 | 167449.8997 | -9101.7635 | 176551.6632 |
Total P&L (%) | 321.2196 | 124.4892 | 196.7304 | 167.4499 | -9.1018 | 176.5517 |
Avg Daily Profit (%) | 0.1843 | 0.0714 | 0.1128 | 0.0564 | -0.0055 | 0.0584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88957 | -103559 | -52281 | -132071 | -151455 | -73337 |
Profit Factor | 1.4207 | 1.2782 | 1.6225 | 1.1617 | 0.9849 | 1.4088 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 70 | 41 | 29 | 70 | 41 | 29 |
Profitability (%) | 46.9697 | 37.8788 | 56.0606 | 46.9697 | 37.8788 | 56.0606 |
Ratio Avg Win / Avg Loss | 1.6041 | 2.0963 | 1.2717 | 1.3117 | 1.6153 | 1.1042 |
Largest Winning Trade | 85699 | 85699 | 48774 | 120696 | 120696 | 68598 |
Largest Losing Trade | -30052 | -30052 | -27550 | -72629 | -59940 | -72629 |
Avg Bars in Trades | 37 | 41 | 34 | 37 | 41 | 34 |
Avg Bars in Winners | 55 | 64 | 50 | 55 | 64 | 50 |
Avg Bars in Losers | 22 | 26 | 15 | 22 | 26 | 15 |
Bars Traded | 5012 | 2712 | 2300 | 5012 | 2712 | 2300 |
Profit Streak | 18.7807 | 24.4473 | 0 | 18.7807 | 24.4473 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329454 | -225160 | -163777 | -160417 | -706628 | -237629 |
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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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