Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358656.238 | 127877.9374 | 230778.3006 | 479585.0946 | 28248.7118 | 451336.3829 |
Total P&L (%) | 358.6562 | 127.8779 | 230.7783 | 479.5851 | 28.2487 | 451.3364 |
Avg Daily Profit (%) | 0.2373 | 0.0846 | 0.1527 | 0.1163 | 0.0165 | 0.113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68703 | -79135 | -71192 | -452888 | -556570 | -508003 |
Profit Factor | 1.4495 | 1.287 | 1.6549 | 1.145 | 1.0157 | 1.2991 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 115 | 44 | 71 | 115 | 44 | 71 |
Losing Trades | 93 | 60 | 33 | 93 | 60 | 33 |
Profitability (%) | 55.2885 | 42.3077 | 68.2692 | 55.2885 | 42.3077 | 68.2692 |
Ratio Avg Win / Avg Loss | 1.1722 | 1.755 | 0.7692 | 0.926 | 1.3851 | 0.6038 |
Largest Winning Trade | 70220 | 70220 | 58728 | 291567 | 291567 | 119436 |
Largest Losing Trade | -28041 | -22175 | -28041 | -188461 | -127013 | -188461 |
Avg Bars in Trades | 85 | 80 | 90 | 85 | 80 | 90 |
Avg Bars in Winners | 85 | 77 | 90 | 85 | 77 | 90 |
Avg Bars in Losers | 85 | 83 | 90 | 85 | 83 | 90 |
Bars Traded | 17814 | 8418 | 9396 | 17814 | 8418 | 9396 |
Profit Streak | 6.2637 | 0 | 23.4304 | 6.2637 | 0 | 23.4304 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410588 | -82136 | 395168 | -97911 | -380637 | -40286 |
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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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