Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265599.2243 | 83011.7984 | 182587.4259 | 172206.9026 | -68053.1983 | 240260.1009 |
Total P&L (%) | 265.5992 | 83.0118 | 182.5874 | 172.2069 | -68.0532 | 240.2601 |
Avg Daily Profit (%) | 0.1798 | 0.0562 | 0.1236 | 0.0678 | -0.0772 | 0.0829 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68490 | -68490 | -42628 | -224915 | -258723 | -81267 |
Profit Factor | 1.7636 | 1.3403 | 2.7572 | 1.2548 | 0.8717 | 2.6545 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 86.2595 | 84.6154 | 87.8788 | 86.2595 | 84.6154 | 87.8788 |
Ratio Avg Win / Avg Loss | 0.2809 | 0.2437 | 0.3803 | 0.1999 | 0.1585 | 0.3661 |
Largest Winning Trade | 21785 | 21785 | 15737 | 32672 | 32672 | 19315 |
Largest Losing Trade | -68490 | -68490 | -42628 | -224915 | -224915 | -81267 |
Avg Bars in Trades | 20 | 26 | 13 | 20 | 26 | 13 |
Avg Bars in Winners | 9 | 9 | 8 | 9 | 9 | 8 |
Avg Bars in Losers | 89 | 123 | 46 | 89 | 123 | 46 |
Bars Traded | 2641 | 1754 | 887 | 2641 | 1754 | 887 |
Profit Streak | 26.4369 | 78.4369 | 26.4369 | 26.4369 | 78.4369 | 26.4369 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537032 | -244853 | -143726 | -97333 | -706426 | -198162 |
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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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