Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439954.3108 | 357065.5909 | 82888.7199 | 74161.345 | -51985.8991 | 126147.2441 |
Total P&L (%) | 439.9543 | 357.0656 | 82.8887 | 74.1613 | -51.9859 | 126.1472 |
Avg Daily Profit (%) | 0.2112 | 0.1714 | 0.0398 | 0.0266 | -0.0352 | 0.0392 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143797 | -62161 | -187276 | -92474 | -75684 | -57243 |
Profit Factor | 1.4911 | 1.9214 | 1.1631 | 1.1119 | 0.8417 | 1.3774 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Losing Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Profitability (%) | 46.6321 | 45.3608 | 47.9167 | 46.6321 | 45.3608 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.7065 | 2.3144 | 1.2642 | 1.2725 | 1.0139 | 1.4971 |
Largest Winning Trade | 89598 | 89598 | 67846 | 82685 | 35488 | 82685 |
Largest Losing Trade | -85536 | -41621 | -85536 | -46896 | -35971 | -46896 |
Avg Bars in Trades | 127 | 103 | 152 | 127 | 103 | 152 |
Avg Bars in Winners | 155 | 125 | 183 | 155 | 125 | 183 |
Avg Bars in Losers | 103 | 84 | 124 | 103 | 84 | 124 |
Bars Traded | 24688 | 10005 | 14683 | 24688 | 10005 | 14683 |
Profit Streak | 0 | 0 | 18.7893 | 0 | 0 | 18.7893 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352087 | 321320 | -181466 | -255021 | -581210 | -140561 |
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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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