Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277217.7054 | 74805.2701 | 202412.4353 | 54023.0328 | -54234.6031 | 108257.6358 |
Total P&L (%) | 277.2177 | 74.8053 | 202.4124 | 54.023 | -54.2346 | 108.2576 |
Avg Daily Profit (%) | 0.182 | 0.0491 | 0.1329 | 0.0284 | -0.0513 | 0.0482 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138939 | -98373 | -103601 | -781037 | -386769 | -515664 |
Profit Factor | 1.3278 | 1.1704 | 1.4978 | 1.0223 | 0.955 | 1.089 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 97 | 41 | 56 | 97 | 41 | 56 |
Losing Trades | 72 | 43 | 29 | 72 | 43 | 29 |
Profitability (%) | 57.3965 | 48.8095 | 65.8824 | 57.3965 | 48.8095 | 65.8824 |
Ratio Avg Win / Avg Loss | 0.9856 | 1.2275 | 0.7756 | 0.7588 | 1.0016 | 0.564 |
Largest Winning Trade | 49877 | 46237 | 49877 | 129998 | 129998 | 125755 |
Largest Losing Trade | -56663 | -35542 | -56663 | -196021 | -196021 | -195756 |
Avg Bars in Trades | 106 | 101 | 111 | 106 | 101 | 111 |
Avg Bars in Winners | 89 | 81 | 95 | 89 | 81 | 95 |
Avg Bars in Losers | 129 | 120 | 143 | 129 | 120 | 143 |
Bars Traded | 18014 | 8499 | 9515 | 18014 | 8499 | 9515 |
Profit Streak | 10.1487 | 0 | 33.982 | 10.1487 | 0 | 33.982 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308099 | -161195 | -13020 | -351220 | -579903 | -249866 |
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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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