Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165902.8098 | 114158.6244 | 51744.1853 | 12537.2659 | 23914.296 | -11377.0301 |
Total P&L (%) | 165.9028 | 114.1586 | 51.7442 | 12.5373 | 23.9143 | -11.377 |
Avg Daily Profit (%) | 0.1593 | 0.1096 | 0.0497 | 0.0113 | 0.0206 | -0.0116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85801 | -100486 | -90645 | -63726 | -56449 | -62094 |
Profit Factor | 1.2062 | 1.2975 | 1.1229 | 1.027 | 1.1086 | 0.9534 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 150 | 70 | 80 | 150 | 70 | 80 |
Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Profitability (%) | 63.5593 | 59.322 | 67.7966 | 63.5593 | 59.322 | 67.7966 |
Ratio Avg Win / Avg Loss | 0.6915 | 0.8897 | 0.5334 | 0.5888 | 0.7602 | 0.4528 |
Largest Winning Trade | 34789 | 34789 | 29965 | 25946 | 17742 | 25946 |
Largest Losing Trade | -58245 | -29575 | -58245 | -46779 | -22917 | -46779 |
Avg Bars in Trades | 105 | 106 | 104 | 105 | 106 | 104 |
Avg Bars in Winners | 72 | 69 | 74 | 72 | 69 | 74 |
Avg Bars in Losers | 162 | 159 | 165 | 162 | 159 | 165 |
Bars Traded | 24846 | 12551 | 12295 | 24846 | 12551 | 12295 |
Profit Streak | 10.8638 | 36.3638 | 10.8638 | 10.8638 | 36.3638 | 10.8638 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348704 | -45778 | -211585 | -452441 | -269872 | -577616 |
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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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