Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158706.2171 | -3438.0584 | 162144.2755 | 24716.7262 | -21925.4654 | 46642.1916 |
Total P&L (%) | 158.7062 | -3.4381 | 162.1443 | 24.7167 | -21.9255 | 46.6422 |
Avg Daily Profit (%) | 0.1544 | -0.0033 | 0.1577 | 0.0215 | -0.0241 | 0.0372 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129487 | -150629 | -51345 | -161562 | -136120 | -81774 |
Profit Factor | 1.2141 | 0.9921 | 1.5326 | 1.0332 | 0.9464 | 1.1393 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 134 | 62 | 72 | 134 | 62 | 72 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 62.037 | 57.4074 | 66.6667 | 62.037 | 57.4074 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.743 | 0.7361 | 0.7663 | 0.6323 | 0.7022 | 0.5697 |
Largest Winning Trade | 32724 | 32724 | 18525 | 32140 | 32140 | 20908 |
Largest Losing Trade | -51345 | -35101 | -51345 | -58180 | -42506 | -58180 |
Avg Bars in Trades | 112 | 118 | 107 | 112 | 118 | 107 |
Avg Bars in Winners | 75 | 78 | 72 | 75 | 78 | 72 |
Avg Bars in Losers | 174 | 172 | 175 | 174 | 172 | 175 |
Bars Traded | 24382 | 12819 | 11563 | 24382 | 12819 | 11563 |
Profit Streak | 17.0114 | 17.0114 | 44.5114 | 17.0114 | 17.0114 | 44.5114 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334567 | -579513 | 380253 | -349383 | -579513 | -210250 |
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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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