Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276144.89 | 240376.7033 | 35768.1866 | 116162.4055 | 301426.6486 | -185264.2431 |
Total P&L (%) | 276.1449 | 240.3767 | 35.7682 | 116.1624 | 301.4266 | -185.2642 |
Avg Daily Profit (%) | 0.1934 | 0.1683 | 0.025 | 0.054 | 0.0974 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172030 | -88847 | -100722 | -626159 | -234653 | -415357 |
Profit Factor | 1.3327 | 1.6123 | 1.0818 | 1.0618 | 1.3735 | 0.8272 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Profitability (%) | 46.4481 | 45.0549 | 47.8261 | 46.4481 | 45.0549 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.5365 | 1.9662 | 1.1801 | 1.2242 | 1.675 | 0.9024 |
Largest Winning Trade | 81974 | 81974 | 35005 | 244602 | 244602 | 76184 |
Largest Losing Trade | -52735 | -25149 | -52735 | -141073 | -101056 | -141073 |
Avg Bars in Trades | 14 | 16 | 12 | 14 | 16 | 12 |
Avg Bars in Winners | 16 | 18 | 14 | 16 | 18 | 14 |
Avg Bars in Losers | 12 | 15 | 10 | 12 | 15 | 10 |
Bars Traded | 2644 | 1521 | 1123 | 2644 | 1521 | 1123 |
Profit Streak | 17.7292 | 0 | 64.2292 | 17.7292 | 0 | 64.2292 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337689 | 304055 | -292029 | -272926 | -63283 | -580212 |
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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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