Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276123.1084 | 118475.7632 | 157647.3452 | -29567.1058 | -53004.6979 | 23437.592 |
Total P&L (%) | 276.1231 | 118.4758 | 157.6473 | -29.5671 | -53.0047 | 23.4376 |
Avg Daily Profit (%) | 0.1875 | 0.0804 | 0.107 | -0.0238 | -0.0513 | 0.0143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143002 | -152597 | -93682 | -102973 | -83291 | -111440 |
Profit Factor | 1.2961 | 1.2138 | 1.4166 | 0.9557 | 0.8568 | 1.0789 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Losing Trades | 73 | 42 | 31 | 73 | 42 | 31 |
Profitability (%) | 53.5032 | 46.1538 | 60.7595 | 53.5032 | 46.1538 | 60.7595 |
Ratio Avg Win / Avg Loss | 1.1264 | 1.4161 | 0.9149 | 0.8305 | 0.9995 | 0.6968 |
Largest Winning Trade | 182024 | 182024 | 27686 | 32367 | 32367 | 20517 |
Largest Losing Trade | -55107 | -51545 | -55107 | -62238 | -42264 | -62238 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 2768 | 1374 | 1394 | 2768 | 1374 | 1394 |
Profit Streak | 0 | 52.5512 | 0 | 0 | 52.5512 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328619 | -120696 | -75984 | -579223 | -615467 | -338746 |
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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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