Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103878.2447 | 46201.4512 | 57676.7935 | 15057.7212 | -17864.3539 | 32922.0751 |
Total P&L (%) | 103.8782 | 46.2015 | 57.6768 | 15.0577 | -17.8644 | 32.9221 |
Avg Daily Profit (%) | 0.18 | 0.0801 | 0.0999 | 0.0243 | -0.0341 | 0.0493 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64931 | -59023 | -62867 | -75270 | -84302 | -72055 |
Profit Factor | 1.2066 | 1.1886 | 1.2236 | 1.0319 | 0.9276 | 1.1458 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 131 | 62 | 69 | 131 | 62 | 69 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 67.8756 | 64.5833 | 71.134 | 67.8756 | 64.5833 | 71.134 |
Ratio Avg Win / Avg Loss | 0.571 | 0.6518 | 0.4965 | 0.4884 | 0.5087 | 0.465 |
Largest Winning Trade | 40843 | 40843 | 30692 | 38244 | 38244 | 27020 |
Largest Losing Trade | -50543 | -39322 | -50543 | -57053 | -57053 | -42191 |
Avg Bars in Trades | 70 | 68 | 72 | 70 | 68 | 72 |
Avg Bars in Winners | 47 | 46 | 48 | 47 | 46 | 48 |
Avg Bars in Losers | 119 | 109 | 131 | 119 | 109 | 131 |
Bars Traded | 13619 | 6570 | 7050 | 13619 | 6570 | 7050 |
Profit Streak | 480.5107 | 0 | 498.8857 | 480.5107 | 0 | 498.8857 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317459 | -100992 | -58730 | -354190 | -579298 | -188040 |
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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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