Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261206.2434 | 54412.4547 | 206793.7887 | 217673.4818 | -99899.8241 | 317573.3058 |
Total P&L (%) | 261.2062 | 54.4125 | 206.7938 | 217.6735 | -99.8998 | 317.5733 |
Avg Daily Profit (%) | 0.172 | 0.0358 | 0.1361 | 0.0761 | -0.4536 | 0.0941 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71853 | -77626 | -40449 | -260464 | -339150 | -113481 |
Profit Factor | 1.4899 | 1.1667 | 2.0003 | 1.1775 | 0.8703 | 1.6957 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 66 | 26 | 40 | 66 | 26 | 40 |
Losing Trades | 72 | 43 | 29 | 72 | 43 | 29 |
Profitability (%) | 47.8261 | 37.6812 | 57.971 | 47.8261 | 37.6812 | 57.971 |
Ratio Avg Win / Avg Loss | 1.6253 | 1.9295 | 1.4502 | 1.2845 | 1.4393 | 1.2294 |
Largest Winning Trade | 85479 | 85479 | 61324 | 126616 | 126616 | 110551 |
Largest Losing Trade | -24387 | -22470 | -24387 | -91924 | -91924 | -55987 |
Avg Bars in Trades | 126 | 111 | 141 | 126 | 111 | 141 |
Avg Bars in Winners | 166 | 146 | 179 | 166 | 146 | 179 |
Avg Bars in Losers | 90 | 90 | 89 | 90 | 90 | 89 |
Bars Traded | 17496 | 7699 | 9797 | 17496 | 7699 | 9797 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333240 | -288921 | -109255 | -117102 | -685860 | -165840 |
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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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