Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234746.8321 | 246867.9586 | -12121.1265 | 23957.8494 | -11226.6952 | 35184.5447 |
Total P&L (%) | 234.7468 | 246.868 | -12.1211 | 23.9578 | -11.2267 | 35.1845 |
Avg Daily Profit (%) | 0.1902 | 0.2 | -0.0098 | 0.0174 | -0.0096 | 0.0244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86594 | -85397 | -48030 | -344600 | -373465 | -70776 |
Profit Factor | 1.523 | 1.7458 | 0.8971 | 1.02 | 0.9889 | 1.1864 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 70.5263 | 74.4681 | 66.6667 | 70.5263 | 74.4681 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6365 | 0.5986 | 0.4486 | 0.4262 | 0.3391 | 0.5932 |
Largest Winning Trade | 114346 | 114346 | 9401 | 130250 | 130250 | 21023 |
Largest Losing Trade | -64681 | -64681 | -33155 | -280362 | -280362 | -48376 |
Avg Bars in Trades | 73 | 142 | 5 | 73 | 142 | 5 |
Avg Bars in Winners | 35 | 65 | 3 | 35 | 65 | 3 |
Avg Bars in Losers | 163 | 367 | 9 | 163 | 367 | 9 |
Bars Traded | 6977 | 6711 | 267 | 6977 | 6711 | 267 |
Profit Streak | 12.8733 | 0 | 44.3733 | 12.8733 | 0 | 44.3733 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400306 | 410611 | -577696 | -370298 | -577525 | -176923 |
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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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