Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159460.9017 | 102501.6669 | 56959.2348 | 243772.271 | 196028.9256 | 47743.3455 |
Total P&L (%) | 159.4609 | 102.5017 | 56.9592 | 243.7723 | 196.0289 | 47.7433 |
Avg Daily Profit (%) | 0.6123 | 0.3936 | 0.2187 | 0.4753 | 0.4176 | 0.15 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22004 | -16669 | -32085 | -82670 | -63168 | -79140 |
Profit Factor | 1.6768 | 1.9704 | 1.4382 | 1.3642 | 1.6354 | 1.1323 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Profitability (%) | 41.2214 | 33.8462 | 48.4848 | 41.2214 | 33.8462 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.391 | 3.8512 | 1.5281 | 1.9453 | 3.1964 | 1.2031 |
Largest Winning Trade | 52313 | 52313 | 27464 | 86515 | 86515 | 44451 |
Largest Losing Trade | -13174 | -5667 | -13174 | -29192 | -20099 | -29192 |
Avg Bars in Trades | 187 | 177 | 197 | 187 | 177 | 197 |
Avg Bars in Winners | 312 | 330 | 300 | 312 | 330 | 300 |
Avg Bars in Losers | 100 | 99 | 100 | 100 | 99 | 100 |
Bars Traded | 24598 | 11559 | 13039 | 24598 | 11559 | 13039 |
Profit Streak | 2.9106 | 0 | 3.7023 | 2.9106 | 0 | 3.7023 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310582 | -126616 | -117709 | 211209 | -127058 | -195967 |
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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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