Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220602.5768 | 23341.6164 | 197260.9604 | -28782.7365 | -15335.7154 | -13447.0211 |
Total P&L (%) | 220.6026 | 23.3416 | 197.261 | -28.7827 | -15.3357 | -13.447 |
Avg Daily Profit (%) | 0.1488 | 0.0157 | 0.133 | -0.0229 | -0.0112 | -0.0097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114968 | -111854 | -88105 | -613711 | -342420 | -512839 |
Profit Factor | 1.2656 | 1.0503 | 1.5384 | 0.9859 | 0.9844 | 0.9873 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 140 | 63 | 77 | 140 | 63 | 77 |
Losing Trades | 67 | 40 | 27 | 67 | 40 | 27 |
Profitability (%) | 67.6329 | 61.165 | 74.0385 | 67.6329 | 61.165 | 74.0385 |
Ratio Avg Win / Avg Loss | 0.6057 | 0.6668 | 0.5394 | 0.4718 | 0.625 | 0.3462 |
Largest Winning Trade | 30160 | 30160 | 27181 | 51059 | 51059 | 47702 |
Largest Losing Trade | -85172 | -33215 | -85172 | -498341 | -170461 | -498341 |
Avg Bars in Trades | 14 | 14 | 13 | 14 | 14 | 13 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 27 | 26 | 30 | 27 | 26 | 30 |
Bars Traded | 2914 | 1502 | 1412 | 2914 | 1502 | 1412 |
Profit Streak | 15.3899 | 22.8899 | 15.3899 | 15.3899 | 22.8899 | 15.3899 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304478 | -341381 | -11601 | -576059 | -578785 | -576800 |
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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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