Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222917.3122 | 42853.5715 | 180063.7408 | 155396.9878 | -250570.3365 | 405967.3243 |
Total P&L (%) | 222.9173 | 42.8536 | 180.0637 | 155.397 | -250.5703 | 405.9673 |
Avg Daily Profit (%) | 0.2168 | 0.0417 | 0.1751 | 0.0912 | 0 | 0.1578 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118794 | -90118 | -45724 | -311940 | -457271 | -114156 |
Profit Factor | 1.3367 | 1.1118 | 1.6457 | 1.098 | 0.7375 | 1.6433 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 53.0726 | 50.5618 | 55.5556 | 53.0726 | 50.5618 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.1819 | 1.0871 | 1.3166 | 0.9709 | 0.7211 | 1.3146 |
Largest Winning Trade | 64229 | 64229 | 38688 | 78163 | 76912 | 78163 |
Largest Losing Trade | -36317 | -36317 | -30987 | -140322 | -140322 | -108496 |
Avg Bars in Trades | 67 | 63 | 71 | 67 | 63 | 71 |
Avg Bars in Winners | 65 | 64 | 65 | 65 | 64 | 65 |
Avg Bars in Losers | 70 | 61 | 79 | 70 | 61 | 79 |
Bars Traded | 12081 | 5615 | 6466 | 12081 | 5615 | 6466 |
Profit Streak | 0 | 20.1118 | 0 | 0 | 20.1118 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338712 | -236415 | 353539 | -184209 | -580466 | 348040 |
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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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