Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305396.9301 | 243797.0539 | 61599.8762 | 18301.9106 | -17200.2197 | 35502.1303 |
Total P&L (%) | 305.3969 | 243.7971 | 61.5999 | 18.3019 | -17.2002 | 35.5021 |
Avg Daily Profit (%) | 0.1582 | 0.1263 | 0.0319 | 0.0087 | -0.0098 | 0.0157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118076 | -136197 | -87972 | -320336 | -377245 | -216160 |
Profit Factor | 1.2718 | 1.3861 | 1.1251 | 1.0086 | 0.9861 | 1.0401 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Losing Trades | 130 | 68 | 62 | 130 | 68 | 62 |
Profitability (%) | 43.7229 | 40.8696 | 46.5517 | 43.7229 | 40.8696 | 46.5517 |
Ratio Avg Win / Avg Loss | 1.6369 | 2.0055 | 1.2918 | 1.2982 | 1.4267 | 1.1941 |
Largest Winning Trade | 107616 | 107616 | 42572 | 158405 | 158405 | 82675 |
Largest Losing Trade | -32686 | -29689 | -32686 | -94599 | -94599 | -75728 |
Avg Bars in Trades | 98 | 103 | 92 | 98 | 103 | 92 |
Avg Bars in Winners | 138 | 146 | 131 | 138 | 146 | 131 |
Avg Bars in Losers | 66 | 73 | 58 | 66 | 73 | 58 |
Bars Traded | 22655 | 11920 | 10735 | 22655 | 11920 | 10735 |
Profit Streak | 42.8302 | 42.8302 | 152.6636 | 42.8302 | 42.8302 | 152.6636 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305140 | -25978 | -233861 | -400088 | -582358 | -351023 |
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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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