Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274486.7264 | 203892.8737 | 70593.8527 | -13420.5228 | 27927.1412 | -41347.664 |
Total P&L (%) | 274.4867 | 203.8929 | 70.5939 | -13.4205 | 27.9271 | -41.3477 |
Avg Daily Profit (%) | 0.2698 | 0.2004 | 0.0694 | -0.0142 | 0.0242 | -0.0524 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132430 | -120732 | -82397 | -93685 | -102339 | -66946 |
Profit Factor | 1.3437 | 1.4708 | 1.1931 | 0.9737 | 1.1084 | 0.8365 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 48.9209 | 43.4783 | 54.2857 | 48.9209 | 43.4783 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.403 | 1.9121 | 1.0047 | 1.0167 | 1.4409 | 0.7045 |
Largest Winning Trade | 174482 | 174482 | 37112 | 50787 | 50787 | 33236 |
Largest Losing Trade | -58587 | -48043 | -58587 | -50968 | -37238 | -50968 |
Avg Bars in Trades | 84 | 98 | 71 | 84 | 98 | 71 |
Avg Bars in Winners | 100 | 117 | 86 | 100 | 117 | 86 |
Avg Bars in Losers | 69 | 82 | 54 | 69 | 82 | 54 |
Bars Traded | 11780 | 6762 | 5018 | 11780 | 6762 | 5018 |
Profit Streak | 5.832 | 0 | 47.1653 | 5.832 | 0 | 47.1653 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331827 | -94630 | -201026 | -578462 | -369587 | -673414 |
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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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