Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293427.3624 | 110350.3622 | 183077.0002 | 81121.9642 | 56912.8443 | 24209.1199 |
Total P&L (%) | 293.4274 | 110.3504 | 183.077 | 81.122 | 56.9128 | 24.2091 |
Avg Daily Profit (%) | 0.1947 | 0.0732 | 0.1215 | 0.0394 | 0.0299 | 0.0144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97755 | -108148 | -88894 | -544382 | -203708 | -501876 |
Profit Factor | 1.5224 | 1.3393 | 1.7744 | 1.0532 | 1.0802 | 1.0298 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 55.4622 | 50.8475 | 60 | 55.4622 | 50.8475 | 60 |
Ratio Avg Win / Avg Loss | 1.2226 | 1.2947 | 1.1829 | 0.8458 | 1.0442 | 0.6865 |
Largest Winning Trade | 146091 | 146091 | 56649 | 226474 | 226474 | 96727 |
Largest Losing Trade | -64068 | -43207 | -64068 | -369355 | -126251 | -369355 |
Avg Bars in Trades | 23 | 28 | 19 | 23 | 28 | 19 |
Avg Bars in Winners | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Losers | 26 | 35 | 15 | 26 | 35 | 15 |
Bars Traded | 2844 | 1704 | 1140 | 2844 | 1704 | 1140 |
Profit Streak | 0 | 100.5981 | 0 | 0 | 100.5981 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371547 | -269666 | -196180 | -302560 | -460947 | -534781 |
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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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