Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252293.6276 | 58033.0252 | 194260.6024 | 112427.8964 | -54136.3006 | 166564.197 |
Total P&L (%) | 252.2936 | 58.033 | 194.2606 | 112.4279 | -54.1363 | 166.5642 |
Avg Daily Profit (%) | 0.1519 | 0.0349 | 0.117 | 0.0454 | -0.0469 | 0.059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168415 | -171449 | -62881 | -249511 | -294224 | -127090 |
Profit Factor | 1.6355 | 1.2155 | 2.5206 | 1.2122 | 0.8551 | 2.0665 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 14 | 9 | 5 | 14 | 9 | 5 |
Profitability (%) | 83.908 | 79.0698 | 88.6364 | 83.908 | 79.0698 | 88.6364 |
Ratio Avg Win / Avg Loss | 0.3137 | 0.3218 | 0.3232 | 0.2325 | 0.2264 | 0.2649 |
Largest Winning Trade | 30413 | 27369 | 30413 | 39234 | 39234 | 34216 |
Largest Losing Trade | -62881 | -52927 | -62881 | -127090 | -108074 | -127090 |
Avg Bars in Trades | 34 | 45 | 23 | 34 | 45 | 23 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 129 | 155 | 84 | 129 | 155 | 84 |
Bars Traded | 3011 | 1961 | 1050 | 3011 | 1961 | 1050 |
Profit Streak | 143.1132 | 143.1132 | 321.6132 | 143.1132 | 143.1132 | 321.6132 |
Trades During Streak | 21 | 10 | 14 | 21 | 10 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506370 | -143728 | -28226 | -127895 | -575388 | -106314 |
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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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