Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199504.4726 | 51404.9766 | 148099.496 | 284024.811 | -6695.6596 | 290720.4706 |
Total P&L (%) | 199.5045 | 51.405 | 148.0995 | 284.0248 | -6.6957 | 290.7205 |
Avg Daily Profit (%) | 0.1795 | 0.0463 | 0.1333 | 0.1211 | -0.0062 | 0.1227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56380 | -56932 | -37088 | -147329 | -134127 | -80425 |
Profit Factor | 1.5868 | 1.2832 | 1.9346 | 1.3007 | 0.9867 | 1.6596 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Profitability (%) | 47.7987 | 41.25 | 54.4304 | 47.7987 | 41.25 | 54.4304 |
Ratio Avg Win / Avg Loss | 1.733 | 1.8276 | 1.6196 | 1.4205 | 1.4053 | 1.3895 |
Largest Winning Trade | 72306 | 72306 | 27463 | 93167 | 93167 | 81662 |
Largest Losing Trade | -25334 | -17381 | -25334 | -69932 | -38269 | -69932 |
Avg Bars in Trades | 81 | 63 | 100 | 81 | 63 | 100 |
Avg Bars in Winners | 113 | 87 | 134 | 113 | 87 | 134 |
Avg Bars in Losers | 52 | 46 | 60 | 52 | 46 | 60 |
Bars Traded | 13005 | 5043 | 7961 | 13005 | 5043 | 7961 |
Profit Streak | 7.5683 | 7.5683 | 17.235 | 7.5683 | 7.5683 | 17.235 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414405 | -153462 | -37262 | -30070 | -601293 | -52981 |
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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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