Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223089.7414 | 39861.4167 | 183228.3248 | 88405.8634 | -40810.8414 | 129216.7049 |
Total P&L (%) | 223.0897 | 39.8614 | 183.2283 | 88.4059 | -40.8108 | 129.2167 |
Avg Daily Profit (%) | 0.1725 | 0.0308 | 0.1417 | 0.049 | -0.0406 | 0.0642 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100693 | -116267 | -85035 | -137429 | -163662 | -99112 |
Profit Factor | 1.3022 | 1.0979 | 1.5537 | 1.0874 | 0.9284 | 1.2925 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Profitability (%) | 52.514 | 51.6854 | 53.3333 | 52.514 | 51.6854 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.1775 | 1.0263 | 1.3594 | 0.9833 | 0.8679 | 1.131 |
Largest Winning Trade | 62270 | 62270 | 56720 | 53801 | 48589 | 53801 |
Largest Losing Trade | -47095 | -32097 | -47095 | -47714 | -47714 | -45695 |
Avg Bars in Trades | 84 | 93 | 75 | 84 | 93 | 75 |
Avg Bars in Winners | 69 | 72 | 67 | 69 | 72 | 67 |
Avg Bars in Losers | 101 | 117 | 86 | 101 | 117 | 86 |
Bars Traded | 15193 | 8355 | 6838 | 15193 | 8355 | 6838 |
Profit Streak | 35.7868 | 35.7868 | 38.2035 | 35.7868 | 35.7868 | 38.2035 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366700 | -266351 | -1109 | -250843 | -580332 | -106090 |
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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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