Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248211.8588 | 75558.0509 | 172653.8079 | -3280.9448 | -20464.0545 | 17183.1097 |
Total P&L (%) | 248.2119 | 75.5581 | 172.6538 | -3.2809 | -20.4641 | 17.1831 |
Avg Daily Profit (%) | 0.1681 | 0.0512 | 0.1169 | -0.0023 | -0.0155 | 0.0107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121147 | -162307 | -67859 | -276588 | -195512 | -216055 |
Profit Factor | 1.2994 | 1.1429 | 1.5748 | 0.9975 | 0.9721 | 1.0288 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 141 | 62 | 79 | 141 | 62 | 79 |
Losing Trades | 97 | 57 | 40 | 97 | 57 | 40 |
Profitability (%) | 59.2437 | 52.1008 | 66.3866 | 59.2437 | 52.1008 | 66.3866 |
Ratio Avg Win / Avg Loss | 0.8939 | 1.0508 | 0.7974 | 0.6862 | 0.8937 | 0.5209 |
Largest Winning Trade | 78087 | 78087 | 28962 | 56858 | 56858 | 34117 |
Largest Losing Trade | -64522 | -60961 | -64522 | -212149 | -87991 | -212149 |
Avg Bars in Trades | 36 | 47 | 26 | 36 | 47 | 26 |
Avg Bars in Winners | 25 | 29 | 21 | 25 | 29 | 21 |
Avg Bars in Losers | 53 | 66 | 36 | 53 | 66 | 36 |
Bars Traded | 8755 | 5635 | 3120 | 8755 | 5635 | 3120 |
Profit Streak | 35.4215 | 36.4215 | 35.4215 | 35.4215 | 36.4215 | 35.4215 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354073 | -186332 | -33147 | -576704 | -579239 | -374086 |
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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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