Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286493.1224 | 168610.191 | 117882.9314 | 103641.0835 | 26660.2698 | 76980.8137 |
Total P&L (%) | 286.4931 | 168.6102 | 117.8829 | 103.6411 | 26.6603 | 76.9808 |
Avg Daily Profit (%) | 0.275 | 0.1619 | 0.1132 | 0.0683 | 0.0227 | 0.0548 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89272 | -72173 | -78169 | -171191 | -161973 | -76585 |
Profit Factor | 1.3708 | 1.4321 | 1.3083 | 1.1122 | 1.0542 | 1.1781 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 204 | 99 | 105 | 204 | 99 | 105 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 73.1183 | 70.7143 | 75.5396 | 73.1183 | 70.7143 | 75.5396 |
Ratio Avg Win / Avg Loss | 0.504 | 0.5931 | 0.4236 | 0.4089 | 0.4366 | 0.3815 |
Largest Winning Trade | 39689 | 39689 | 31246 | 36727 | 34414 | 36727 |
Largest Losing Trade | -78169 | -49275 | -78169 | -88996 | -88996 | -74839 |
Avg Bars in Trades | 88 | 88 | 89 | 88 | 88 | 89 |
Avg Bars in Winners | 59 | 56 | 63 | 59 | 56 | 63 |
Avg Bars in Losers | 167 | 165 | 169 | 167 | 165 | 169 |
Bars Traded | 24758 | 12355 | 12404 | 24758 | 12355 | 12404 |
Profit Streak | 10.1001 | 10.1001 | 21.6001 | 10.1001 | 10.1001 | 21.6001 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456154 | 348580 | -38579 | -195009 | -325374 | -141102 |
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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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