Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234897.7306 | 223903.2904 | 10994.4402 | 16011.5229 | -48409.6094 | 64421.1323 |
Total P&L (%) | 234.8977 | 223.9033 | 10.9944 | 16.0115 | -48.4096 | 64.4211 |
Avg Daily Profit (%) | 0.2162 | 0.206 | 0.0101 | 0.0137 | -0.0609 | 0.0458 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201704 | -145864 | -101545 | -403144 | -375291 | -118626 |
Profit Factor | 1.4284 | 1.6707 | 1.0513 | 1.0152 | 0.9312 | 1.1861 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Profitability (%) | 45.4545 | 43.662 | 47.2222 | 45.4545 | 43.662 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.7141 | 2.1558 | 1.1749 | 1.2183 | 1.2016 | 1.3257 |
Largest Winning Trade | 245156 | 245156 | 40319 | 215032 | 215032 | 77640 |
Largest Losing Trade | -27301 | -27301 | -26819 | -69551 | -69551 | -53014 |
Avg Bars in Trades | 88 | 120 | 57 | 88 | 120 | 57 |
Avg Bars in Winners | 116 | 145 | 89 | 116 | 145 | 89 |
Avg Bars in Losers | 65 | 100 | 29 | 65 | 100 | 29 |
Bars Traded | 12684 | 8526 | 4158 | 12684 | 8526 | 4158 |
Profit Streak | 0 | 14.1514 | 0 | 0 | 14.1514 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300586 | -77990 | -558843 | -389274 | -667939 | -228480 |
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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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