Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103723.7313 | 14646.8503 | 89076.881 | 115567.5423 | 32751.0628 | 82816.4795 |
Total P&L (%) | 103.7237 | 14.6469 | 89.0769 | 115.5675 | 32.7511 | 82.8165 |
Avg Daily Profit (%) | 0.3983 | 0.0562 | 0.3421 | 0.2954 | 0.1088 | 0.2319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48292 | -15356 | -40359 | -129855 | -28756 | -120118 |
Profit Factor | 1.5422 | 1.3256 | 1.6088 | 1.2763 | 1.4008 | 1.2461 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Profitability (%) | 50.8571 | 51.1364 | 50.5747 | 50.8571 | 51.1364 | 50.5747 |
Ratio Avg Win / Avg Loss | 1.4902 | 1.2667 | 1.5722 | 1.2333 | 1.3385 | 1.2178 |
Largest Winning Trade | 19723 | 4570 | 19723 | 35805 | 9272 | 35805 |
Largest Losing Trade | -33510 | -5487 | -33510 | -96446 | -9784 | -96446 |
Avg Bars in Trades | 137 | 15 | 259 | 137 | 15 | 259 |
Avg Bars in Winners | 139 | 17 | 264 | 139 | 17 | 264 |
Avg Bars in Losers | 134 | 14 | 254 | 134 | 14 | 254 |
Bars Traded | 23987 | 1401 | 22586 | 23987 | 1401 | 22586 |
Profit Streak | 8.7196 | 8.7196 | 8.9175 | 8.7196 | 8.7196 | 8.9175 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435858 | -138676 | 408772 | 345711 | -50013 | 256432 |
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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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