Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239049.0349 | 167231.611 | 71817.4239 | 17128.326 | 23861.0317 | -6732.7057 |
Total P&L (%) | 239.049 | 167.2316 | 71.8174 | 17.1283 | 23.861 | -6.7327 |
Avg Daily Profit (%) | 0.1753 | 0.1226 | 0.0527 | 0.0116 | 0.0157 | -0.0051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141944 | -105727 | -120834 | -180041 | -91365 | -140532 |
Profit Factor | 1.2371 | 1.3697 | 1.1292 | 1.0235 | 1.0782 | 0.9841 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 125 | 52 | 73 | 125 | 52 | 73 |
Losing Trades | 126 | 74 | 52 | 126 | 74 | 52 |
Profitability (%) | 49.8008 | 41.2698 | 58.4 | 49.8008 | 41.2698 | 58.4 |
Ratio Avg Win / Avg Loss | 1.247 | 1.9492 | 0.8044 | 1.0317 | 1.5344 | 0.701 |
Largest Winning Trade | 69356 | 69356 | 43497 | 59557 | 25928 | 59557 |
Largest Losing Trade | -50311 | -26230 | -50311 | -52472 | -19532 | -52472 |
Avg Bars in Trades | 21 | 16 | 25 | 21 | 16 | 25 |
Avg Bars in Winners | 28 | 23 | 31 | 28 | 23 | 31 |
Avg Bars in Losers | 14 | 12 | 17 | 14 | 12 | 17 |
Bars Traded | 5364 | 2136 | 3228 | 5364 | 2136 | 3228 |
Profit Streak | 5.1141 | 47.3641 | 0 | 5.1141 | 47.3641 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336153 | -29561 | -201516 | -378556 | -311432 | -579633 |
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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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