Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328751.6093 | 177317.6045 | 151434.0048 | 323447.3629 | 134009.8519 | 189437.5111 |
Total P&L (%) | 328.7516 | 177.3176 | 151.434 | 323.4474 | 134.0099 | 189.4375 |
Avg Daily Profit (%) | 0.1753 | 0.0945 | 0.0807 | 0.077 | 0.0453 | 0.0567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113935 | -81690 | -91950 | -1241971 | -871776 | -1172486 |
Profit Factor | 1.5432 | 1.6026 | 1.487 | 1.0681 | 1.0632 | 1.0721 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 113 | 52 | 61 | 113 | 52 | 61 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 63.4831 | 58.427 | 68.5393 | 63.4831 | 58.427 | 68.5393 |
Ratio Avg Win / Avg Loss | 0.8877 | 1.1403 | 0.6825 | 0.6144 | 0.7565 | 0.4921 |
Largest Winning Trade | 63792 | 63792 | 29150 | 227341 | 185783 | 227341 |
Largest Losing Trade | -64421 | -48939 | -64421 | -586627 | -555352 | -586627 |
Avg Bars in Trades | 40 | 38 | 43 | 40 | 38 | 43 |
Avg Bars in Winners | 31 | 25 | 35 | 31 | 25 | 35 |
Avg Bars in Losers | 57 | 55 | 59 | 57 | 55 | 59 |
Bars Traded | 7257 | 3405 | 3852 | 7257 | 3405 | 3852 |
Profit Streak | 25.23 | 0 | 48.73 | 25.23 | 0 | 48.73 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379299 | -64065 | -82247 | -234224 | -284293 | -256766 |
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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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