Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180858.0389 | 69141.3317 | 111716.7072 | 96660.74 | -65779.0952 | 162439.8353 |
Total P&L (%) | 180.858 | 69.1413 | 111.7167 | 96.6607 | -65.7791 | 162.4398 |
Avg Daily Profit (%) | 0.1609 | 0.0615 | 0.0994 | 0.0602 | -0.0953 | 0.0859 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93527 | -85410 | -44277 | -401994 | -250148 | -171419 |
Profit Factor | 1.3208 | 1.2368 | 1.411 | 1.0699 | 0.9091 | 1.2466 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 99 | 41 | 58 | 99 | 41 | 58 |
Losing Trades | 115 | 66 | 49 | 115 | 66 | 49 |
Profitability (%) | 46.2617 | 38.3178 | 54.2056 | 46.2617 | 38.3178 | 54.2056 |
Ratio Avg Win / Avg Loss | 1.5343 | 1.991 | 1.1921 | 1.2428 | 1.4635 | 1.0531 |
Largest Winning Trade | 108670 | 108670 | 33135 | 125462 | 125462 | 98097 |
Largest Losing Trade | -28049 | -21494 | -28049 | -61151 | -61151 | -45656 |
Avg Bars in Trades | 61 | 50 | 72 | 61 | 50 | 72 |
Avg Bars in Winners | 82 | 67 | 93 | 82 | 67 | 93 |
Avg Bars in Losers | 43 | 39 | 49 | 43 | 39 | 49 |
Bars Traded | 13180 | 5372 | 7807 | 13180 | 5372 | 7807 |
Profit Streak | 17.5996 | 0 | 18.1829 | 17.5996 | 0 | 18.1829 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318318 | -114872 | -58720 | -255984 | -583923 | -77738 |
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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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