Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102842.3704 | 60014.5702 | 42827.8002 | 63737.314 | 26190.8038 | 37546.5102 |
Total P&L (%) | 102.8424 | 60.0146 | 42.8278 | 63.7373 | 26.1908 | 37.5465 |
Avg Daily Profit (%) | 0.1975 | 0.1152 | 0.0822 | 0.0947 | 0.0447 | 0.0612 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98619 | -62241 | -72388 | -83153 | -52712 | -51452 |
Profit Factor | 1.2285 | 1.2906 | 1.1758 | 1.1657 | 1.1513 | 1.1775 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 116 | 54 | 62 | 116 | 54 | 62 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 57.4257 | 53.4653 | 61.3861 | 57.4257 | 53.4653 | 61.3861 |
Ratio Avg Win / Avg Loss | 0.9108 | 1.1233 | 0.7396 | 0.8643 | 1.0021 | 0.7407 |
Largest Winning Trade | 23485 | 23485 | 19387 | 18016 | 13472 | 18016 |
Largest Losing Trade | -29084 | -21906 | -29084 | -27267 | -19301 | -27267 |
Avg Bars in Trades | 120 | 123 | 118 | 120 | 123 | 118 |
Avg Bars in Winners | 97 | 101 | 94 | 97 | 101 | 94 |
Avg Bars in Losers | 152 | 148 | 156 | 152 | 148 | 156 |
Bars Traded | 24440 | 12499 | 11941 | 24440 | 12499 | 11941 |
Profit Streak | 9.969 | 26.094 | 9.969 | 9.969 | 26.094 | 9.969 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308666 | -38670 | -112649 | -103825 | -189637 | -139230 |
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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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