Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282779.668 | 22879.9633 | 259899.7047 | 207253.0287 | -308100.2752 | 515353.3039 |
Total P&L (%) | 282.7797 | 22.88 | 259.8997 | 207.253 | -308.1003 | 515.3533 |
Avg Daily Profit (%) | 0.1853 | 0.015 | 0.1703 | 0.0736 | 0 | 0.1191 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183566 | -108980 | -99323 | -780084 | -616236 | -299387 |
Profit Factor | 1.3387 | 1.0452 | 1.7906 | 1.0827 | 0.8097 | 1.5815 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 102 | 44 | 58 | 102 | 44 | 58 |
Losing Trades | 82 | 48 | 34 | 82 | 48 | 34 |
Profitability (%) | 55.4348 | 47.8261 | 63.0435 | 55.4348 | 47.8261 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.0762 | 1.1402 | 1.0497 | 0.8704 | 0.8833 | 0.9271 |
Largest Winning Trade | 60828 | 60828 | 38109 | 192718 | 192718 | 145127 |
Largest Losing Trade | -32804 | -32804 | -30852 | -219218 | -219218 | -133055 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 2971 | 1482 | 1489 | 2971 | 1482 | 1489 |
Profit Streak | 17.9975 | 17.9975 | 26.4975 | 17.9975 | 17.9975 | 26.4975 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389802 | -348909 | 436746 | -222860 | -581089 | -30916 |
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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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