Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292598.6904 | 250389.6394 | 42209.051 | -35774.2166 | 78798.0246 | -114572.2412 |
Total P&L (%) | 292.5987 | 250.3896 | 42.2091 | -35.7742 | 78.798 | -114.5722 |
Avg Daily Profit (%) | 0.2357 | 0.2017 | 0.034 | -0.0357 | 0.0468 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174080 | -43894 | -178006 | -180433 | -20559 | -177193 |
Profit Factor | 1.575 | 2.5012 | 1.1234 | 0.8556 | 2.9631 | 0.4481 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 102 | 50 | 52 | 96 | 48 | 48 |
Losing Trades | 19 | 10 | 9 | 25 | 12 | 13 |
Profitability (%) | 84.2975 | 83.3333 | 85.2459 | 79.3388 | 80 | 78.6885 |
Ratio Avg Win / Avg Loss | 0.2934 | 0.5002 | 0.1944 | 0.2228 | 0.7408 | 0.1214 |
Largest Winning Trade | 43491 | 43491 | 18776 | 48588 | 48588 | 18069 |
Largest Losing Trade | -115310 | -43894 | -115310 | -170733 | -20559 | -170733 |
Avg Bars in Trades | 38 | 44 | 33 | 38 | 44 | 33 |
Avg Bars in Winners | 19 | 21 | 17 | 25 | 29 | 21 |
Avg Bars in Losers | 143 | 159 | 124 | 89 | 104 | 74 |
Bars Traded | 4686 | 2661 | 2024 | 4686 | 2661 | 2024 |
Profit Streak | 23.1172 | 23.1172 | 30.3672 | 23.1172 | 23.1172 | 30.3672 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518214 | -154795 | -391780 | -574910 | -292248 | -737275 |
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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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