Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391207.97 | 314924.132 | 76283.838 | -3100.9962 | 19741.9732 | -22842.9694 |
Total P&L (%) | 391.208 | 314.9241 | 76.2838 | -3.101 | 19.742 | -22.843 |
Avg Daily Profit (%) | 0.2058 | 0.1656 | 0.0401 | -0.0017 | 0.0095 | -0.0136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229818 | -159198 | -185794 | -230060 | -114124 | -143122 |
Profit Factor | 1.3733 | 1.5488 | 1.1609 | 0.9956 | 1.0537 | 0.9337 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 45.1852 | 43.2836 | 47.0588 | 45.1852 | 43.2836 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.666 | 2.0295 | 1.306 | 1.2078 | 1.3808 | 1.0504 |
Largest Winning Trade | 181256 | 181256 | 45248 | 68245 | 56000 | 68245 |
Largest Losing Trade | -50321 | -50321 | -43139 | -62135 | -62135 | -50665 |
Avg Bars in Trades | 82 | 91 | 73 | 82 | 91 | 73 |
Avg Bars in Winners | 103 | 115 | 92 | 103 | 115 | 92 |
Avg Bars in Losers | 64 | 72 | 56 | 64 | 72 | 56 |
Bars Traded | 11091 | 6103 | 4988 | 11091 | 6103 | 4988 |
Profit Streak | 499.1236 | 502.2903 | 499.1236 | 499.1236 | 502.2903 | 499.1236 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315314 | -108943 | -292847 | -579665 | -467629 | -689128 |
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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) |
---|