Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241632.8548 | 194147.1269 | 47485.7279 | -86.1477 | 82039.8724 | -82126.0201 |
Total P&L (%) | 241.6329 | 194.1471 | 47.4857 | -0.0861 | 82.0399 | -82.126 |
Avg Daily Profit (%) | 0.232 | 0.1864 | 0.0456 | -0.0001 | 0.0575 | -0.1652 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115526 | -78045 | -87065 | -127567 | -88051 | -159520 |
Profit Factor | 1.4109 | 1.7999 | 1.1375 | 0.9998 | 1.4096 | 0.7793 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 70.6767 | 68.1818 | 73.1343 | 70.6767 | 68.1818 | 73.1343 |
Ratio Avg Win / Avg Loss | 0.5854 | 0.8399 | 0.4179 | 0.4148 | 0.6578 | 0.2863 |
Largest Winning Trade | 39884 | 39884 | 31663 | 23378 | 21826 | 23378 |
Largest Losing Trade | -83879 | -41432 | -83879 | -127567 | -67177 | -127567 |
Avg Bars in Trades | 184 | 194 | 175 | 184 | 194 | 175 |
Avg Bars in Winners | 128 | 128 | 129 | 128 | 128 | 129 |
Avg Bars in Losers | 320 | 335 | 302 | 320 | 335 | 302 |
Bars Traded | 24598 | 12822 | 11776 | 24598 | 12822 | 11776 |
Profit Streak | 14.9779 | 14.9779 | 38.5196 | 14.9779 | 14.9779 | 38.5196 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414413 | -113095 | -316747 | -576255 | -238252 | -693028 |
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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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