Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272206.9473 | 167207.9916 | 104998.9557 | 735226.0429 | 603391.3124 | 131834.7305 |
Total P&L (%) | 272.2069 | 167.208 | 104.999 | 735.226 | 603.3913 | 131.8347 |
Avg Daily Profit (%) | 0.5226 | 0.321 | 0.2016 | 0.4084 | 0.3752 | 0.1616 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56516 | -20678 | -46085 | -609487 | -202840 | -514791 |
Profit Factor | 1.9665 | 2.1654 | 1.76 | 1.4295 | 1.7697 | 1.1421 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 44.4444 | 44.1176 | 44.7761 | 44.4444 | 44.1176 | 44.7761 |
Ratio Avg Win / Avg Loss | 2.4582 | 2.7429 | 2.1707 | 1.7868 | 2.2416 | 1.4085 |
Largest Winning Trade | 54420 | 54420 | 31164 | 288958 | 288958 | 276925 |
Largest Losing Trade | -14371 | -14371 | -10618 | -107468 | -90557 | -107468 |
Avg Bars in Trades | 180 | 170 | 189 | 180 | 170 | 189 |
Avg Bars in Winners | 281 | 257 | 306 | 281 | 257 | 306 |
Avg Bars in Losers | 99 | 102 | 95 | 99 | 102 | 95 |
Bars Traded | 24340 | 11623 | 12717 | 24340 | 11623 | 12717 |
Profit Streak | 9.1792 | 32.1584 | 0 | 9.1792 | 32.1584 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446755 | -98542 | -108586 | 363612 | -98425 | -176519 |
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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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