Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228287.0896 | 161319.7494 | 66967.3402 | 7213.085 | 45720.712 | -38507.6269 |
Total P&L (%) | 228.2871 | 161.3197 | 66.9673 | 7.2131 | 45.7207 | -38.5076 |
Avg Daily Profit (%) | 0.2216 | 0.1566 | 0.065 | 0.0068 | 0.0366 | -0.0472 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136113 | -93661 | -84482 | -279576 | -165807 | -147985 |
Profit Factor | 1.2604 | 1.3786 | 1.1486 | 1.0059 | 1.0743 | 0.9368 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 103 | 49 | 54 | 103 | 49 | 54 |
Losing Trades | 135 | 70 | 65 | 135 | 70 | 65 |
Profitability (%) | 43.2773 | 41.1765 | 45.3782 | 43.2773 | 41.1765 | 45.3782 |
Ratio Avg Win / Avg Loss | 1.652 | 1.9694 | 1.3826 | 1.3184 | 1.5348 | 1.1276 |
Largest Winning Trade | 176029 | 176029 | 42019 | 204447 | 204447 | 39311 |
Largest Losing Trade | -41040 | -21267 | -41040 | -67996 | -48796 | -67996 |
Avg Bars in Trades | 102 | 88 | 117 | 102 | 88 | 117 |
Avg Bars in Winners | 155 | 133 | 174 | 155 | 133 | 174 |
Avg Bars in Losers | 62 | 56 | 69 | 62 | 56 | 69 |
Bars Traded | 24498 | 10519 | 13979 | 24498 | 10519 | 13979 |
Profit Streak | 17.109 | 17.109 | 18.6923 | 17.109 | 17.109 | 18.6923 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319269 | 209738 | -164306 | -563504 | -286524 | -580081 |
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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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