Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415394.8069 | 155815.4564 | 259579.3506 | 1166113.9221 | 549680.2431 | 616433.679 |
Total P&L (%) | 415.3948 | 155.8155 | 259.5794 | 1166.1139 | 549.6802 | 616.4337 |
Avg Daily Profit (%) | 0.2575 | 0.0966 | 0.1609 | 0.1575 | 0.1161 | 0.1222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74762 | -47945 | -100959 | -1119184 | -601489 | -715195 |
Profit Factor | 1.6297 | 1.4871 | 1.764 | 1.2134 | 1.2196 | 1.2081 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 91 | 40 | 51 | 91 | 40 | 51 |
Losing Trades | 86 | 49 | 37 | 86 | 49 | 37 |
Profitability (%) | 51.4124 | 44.9438 | 57.9545 | 51.4124 | 44.9438 | 57.9545 |
Ratio Avg Win / Avg Loss | 1.5401 | 1.8216 | 1.2798 | 1.1467 | 1.494 | 0.8765 |
Largest Winning Trade | 67552 | 67552 | 38590 | 304953 | 304953 | 258634 |
Largest Losing Trade | -52304 | -26728 | -52304 | -715195 | -188268 | -715195 |
Avg Bars in Trades | 17 | 14 | 19 | 17 | 14 | 19 |
Avg Bars in Winners | 18 | 13 | 22 | 18 | 13 | 22 |
Avg Bars in Losers | 15 | 14 | 16 | 15 | 14 | 16 |
Bars Traded | 3015 | 1267 | 1749 | 3015 | 1267 | 1749 |
Profit Streak | 8.7484 | 9.2484 | 0 | 8.7484 | 9.2484 | 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 | 477212 | -63006 | 378389 | 334315 | -39359 | -30674 |
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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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