Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277887.2872 | 248640.8036 | 29246.4836 | 85804.9185 | 91725.7536 | -5920.8351 |
Total P&L (%) | 277.8873 | 248.6408 | 29.2465 | 85.8049 | 91.7258 | -5.9208 |
Avg Daily Profit (%) | 0.2668 | 0.2387 | 0.0281 | 0.0595 | 0.0625 | -0.0059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91816 | -73255 | -57938 | -168757 | -152161 | -135323 |
Profit Factor | 1.4233 | 1.7244 | 1.0934 | 1.0837 | 1.1781 | 0.9884 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 41.6149 | 40 | 43.2099 | 41.6149 | 40 | 43.2099 |
Ratio Avg Win / Avg Loss | 1.9969 | 2.5865 | 1.437 | 1.5204 | 1.7671 | 1.299 |
Largest Winning Trade | 235130 | 235130 | 59329 | 153361 | 153361 | 98741 |
Largest Losing Trade | -17266 | -14449 | -17266 | -45687 | -31671 | -45687 |
Avg Bars in Trades | 152 | 148 | 156 | 152 | 148 | 156 |
Avg Bars in Winners | 239 | 242 | 236 | 239 | 242 | 236 |
Avg Bars in Losers | 90 | 85 | 95 | 90 | 85 | 95 |
Bars Traded | 24534 | 11866 | 12668 | 24534 | 11866 | 12668 |
Profit Streak | 9.7119 | 0 | 12.6286 | 9.7119 | 0 | 12.6286 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301964 | -12126 | -290328 | -242627 | -156338 | -593096 |
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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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