Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357252.392 | 213914.2155 | 143338.1765 | 239010.5639 | 81131.0436 | 157879.5203 |
Total P&L (%) | 357.2524 | 213.9142 | 143.3382 | 239.0106 | 81.131 | 157.8795 |
Avg Daily Profit (%) | 0.2637 | 0.1579 | 0.1058 | 0.0902 | 0.0439 | 0.07 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173432 | -111993 | -132853 | -233505 | -166317 | -127129 |
Profit Factor | 1.3595 | 1.3592 | 1.3601 | 1.1566 | 1.087 | 1.2658 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 113 | 53 | 60 | 113 | 53 | 60 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 52.8037 | 49.5327 | 56.0748 | 52.8037 | 49.5327 | 56.0748 |
Ratio Avg Win / Avg Loss | 1.2152 | 1.3848 | 1.0654 | 1.0338 | 1.1075 | 0.9916 |
Largest Winning Trade | 100649 | 100649 | 34734 | 105596 | 105596 | 72968 |
Largest Losing Trade | -42810 | -42810 | -38282 | -88895 | -77005 | -88895 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 19 | 18 | 19 | 19 | 18 | 19 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 4046 | 2015 | 2030 | 4046 | 2015 | 2030 |
Profit Streak | 16.11 | 22.4433 | 16.11 | 16.11 | 22.4433 | 16.11 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411992 | 290933 | -49902 | -118007 | -258734 | -99951 |
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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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