Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311039.219 | 105772.4093 | 205266.8097 | 168027.8702 | 95736.9256 | 72290.9446 |
Total P&L (%) | 311.0392 | 105.7724 | 205.2668 | 168.0279 | 95.7369 | 72.2909 |
Avg Daily Profit (%) | 0.209 | 0.0711 | 0.1379 | 0.0663 | 0.0451 | 0.0366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124975 | -125732 | -106067 | -165610 | -142150 | -200835 |
Profit Factor | 1.2737 | 1.1882 | 1.3574 | 1.0991 | 1.1212 | 1.0797 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 140 | 67 | 73 | 140 | 67 | 73 |
Losing Trades | 139 | 73 | 66 | 139 | 73 | 66 |
Profitability (%) | 50.1792 | 47.8571 | 52.518 | 50.1792 | 47.8571 | 52.518 |
Ratio Avg Win / Avg Loss | 1.2646 | 1.2947 | 1.2272 | 1.0912 | 1.2216 | 0.9762 |
Largest Winning Trade | 44954 | 40740 | 44954 | 52014 | 48793 | 52014 |
Largest Losing Trade | -48514 | -32501 | -48514 | -91734 | -42483 | -91734 |
Avg Bars in Trades | 15 | 15 | 16 | 15 | 15 | 16 |
Avg Bars in Winners | 15 | 15 | 16 | 15 | 15 | 16 |
Avg Bars in Losers | 15 | 16 | 15 | 15 | 16 | 15 |
Bars Traded | 4420 | 2193 | 2227 | 4420 | 2193 | 2227 |
Profit Streak | 4.1852 | 41.5185 | 0 | 4.1852 | 41.5185 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336024 | -110739 | -8062 | -214297 | -219026 | -278113 |
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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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