Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296010.4937 | 209998.1133 | 86012.3804 | 124063.7413 | 164760.3747 | -40696.6334 |
Total P&L (%) | 296.0105 | 209.9981 | 86.0124 | 124.0637 | 164.7604 | -40.6966 |
Avg Daily Profit (%) | 0.2173 | 0.1541 | 0.0631 | 0.0592 | 0.0715 | -0.0383 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121139 | -72169 | -133739 | -224059 | -112565 | -264154 |
Profit Factor | 1.3721 | 1.5488 | 1.2083 | 1.1035 | 1.3087 | 0.9388 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
Profitability (%) | 48.0226 | 42.6966 | 53.4091 | 48.0226 | 42.6966 | 53.4091 |
Ratio Avg Win / Avg Loss | 1.4851 | 2.0787 | 1.0541 | 1.1943 | 1.7564 | 0.819 |
Largest Winning Trade | 69529 | 69529 | 35150 | 79096 | 79096 | 55712 |
Largest Losing Trade | -47975 | -26792 | -47975 | -89085 | -36838 | -89085 |
Avg Bars in Trades | 43 | 42 | 45 | 43 | 42 | 45 |
Avg Bars in Winners | 60 | 58 | 61 | 60 | 58 | 61 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 7759 | 3775 | 3984 | 7759 | 3775 | 3984 |
Profit Streak | 22.6409 | 37.6409 | 0 | 22.6409 | 37.6409 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323951 | 263992 | -108978 | -219839 | -98843 | -580654 |
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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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