Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311061.5531 | 133401.276 | 177660.2771 | 10797.2528 | 106544.8653 | -95747.6125 |
Total P&L (%) | 311.0616 | 133.4013 | 177.6603 | 10.7973 | 106.5449 | -95.7476 |
Avg Daily Profit (%) | 0.2064 | 0.0885 | 0.1179 | 0.0068 | 0.0481 | -0.2093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -268864 | -76894 | -209484 | -876358 | -235840 | -733117 |
Profit Factor | 1.3076 | 1.2829 | 1.3291 | 1.0047 | 1.1262 | 0.9341 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 118 | 55 | 63 | 118 | 55 | 63 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 58.4158 | 54.4554 | 62.3762 | 58.4158 | 54.4554 | 62.3762 |
Ratio Avg Win / Avg Loss | 0.9308 | 1.073 | 0.8017 | 0.7152 | 0.9419 | 0.5634 |
Largest Winning Trade | 47718 | 47718 | 35833 | 164554 | 127810 | 164554 |
Largest Losing Trade | -76315 | -29829 | -76315 | -585917 | -83515 | -585917 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 3000 | 1498 | 1502 | 3000 | 1498 | 1502 |
Profit Streak | 58.9802 | 58.9802 | 66.9802 | 58.9802 | 58.9802 | 66.9802 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365690 | -72832 | -33991 | -537712 | -210035 | -577745 |
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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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