Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225507.9572 | 199487.2656 | 26020.6917 | -92919.9372 | 298589.4399 | -391509.3771 |
Total P&L (%) | 225.508 | 199.4873 | 26.0207 | -92.9199 | 298.5894 | -391.5094 |
Avg Daily Profit (%) | 0.1588 | 0.1404 | 0.0183 | -0.1862 | 0.0974 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175946 | -53055 | -137579 | -638447 | -112958 | -626450 |
Profit Factor | 1.3552 | 1.7969 | 1.0677 | 0.9363 | 1.7911 | 0.638 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 149 | 71 | 78 | 149 | 71 | 78 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 77.2021 | 73.9583 | 80.4124 | 77.2021 | 73.9583 | 80.4124 |
Ratio Avg Win / Avg Loss | 0.4002 | 0.6327 | 0.2601 | 0.2765 | 0.6307 | 0.1554 |
Largest Winning Trade | 35341 | 35341 | 23870 | 66398 | 58864 | 66398 |
Largest Losing Trade | -97016 | -53055 | -97016 | -624749 | -70051 | -624749 |
Avg Bars in Trades | 13 | 15 | 11 | 13 | 15 | 11 |
Avg Bars in Winners | 6 | 7 | 6 | 6 | 7 | 6 |
Avg Bars in Losers | 36 | 39 | 33 | 36 | 39 | 33 |
Bars Traded | 2646 | 1511 | 1135 | 2646 | 1511 | 1135 |
Profit Streak | 18.922 | 18.922 | 59.922 | 18.922 | 18.922 | 59.922 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443169 | -1005 | -313902 | -574490 | -58408 | -575078 |
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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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