Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420448.8506 | 285185.0153 | 135263.8353 | 232410.4958 | -25623.7126 | 258034.2084 |
Total P&L (%) | 420.4489 | 285.185 | 135.2638 | 232.4105 | -25.6237 | 258.0342 |
Avg Daily Profit (%) | 0.2175 | 0.1476 | 0.07 | 0.0622 | -0.0153 | 0.066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81723 | -98329 | -88754 | -266455 | -219478 | -115147 |
Profit Factor | 1.5688 | 1.7001 | 1.4077 | 1.1568 | 0.9721 | 1.4568 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 44.697 | 37.8788 | 51.5152 | 44.697 | 37.8788 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.9411 | 2.7881 | 1.3249 | 1.4313 | 1.5942 | 1.3711 |
Largest Winning Trade | 129522 | 129522 | 49148 | 227531 | 227531 | 115017 |
Largest Losing Trade | -56994 | -56994 | -33899 | -152943 | -152943 | -72506 |
Avg Bars in Trades | 56 | 62 | 51 | 56 | 62 | 51 |
Avg Bars in Winners | 75 | 77 | 74 | 75 | 77 | 74 |
Avg Bars in Losers | 41 | 53 | 26 | 41 | 53 | 26 |
Bars Traded | 7502 | 4115 | 3387 | 7502 | 4115 | 3387 |
Profit Streak | 15.8576 | 0 | 60.8576 | 15.8576 | 0 | 60.8576 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341109 | -122018 | -221759 | -159091 | -707172 | -226753 |
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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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