Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230288.6245 | 191051.7895 | 39236.8349 | 22373.7899 | 60106.8759 | -37733.0861 |
Total P&L (%) | 230.2886 | 191.0518 | 39.2368 | 22.3738 | 60.1069 | -37.7331 |
Avg Daily Profit (%) | 0.2211 | 0.1834 | 0.0377 | 0.0194 | 0.0452 | -0.0455 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98676 | -82853 | -80907 | -127551 | -115917 | -119467 |
Profit Factor | 1.4061 | 1.5728 | 1.168 | 1.0418 | 1.2099 | 0.8485 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 57.4803 | 53.9683 | 60.9375 | 57.4803 | 53.9683 | 60.9375 |
Ratio Avg Win / Avg Loss | 1.0401 | 1.3415 | 0.7487 | 0.7706 | 1.032 | 0.5439 |
Largest Winning Trade | 40993 | 40993 | 16410 | 31417 | 31417 | 18474 |
Largest Losing Trade | -80907 | -48381 | -80907 | -119467 | -86606 | -119467 |
Avg Bars in Trades | 189 | 301 | 80 | 189 | 301 | 80 |
Avg Bars in Winners | 132 | 203 | 69 | 132 | 203 | 69 |
Avg Bars in Losers | 267 | 416 | 95 | 267 | 416 | 95 |
Bars Traded | 24123 | 19003 | 5120 | 24123 | 19003 | 5120 |
Profit Streak | 13.7691 | 0 | 41.4357 | 13.7691 | 0 | 41.4357 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375801 | -136935 | -319497 | -346596 | -279835 | -717990 |
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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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