Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362542.0646 | 235924.457 | 126617.6076 | 259363.0813 | 187127.107 | 72235.9743 |
Total P&L (%) | 362.5421 | 235.9245 | 126.6176 | 259.3631 | 187.1271 | 72.236 |
Avg Daily Profit (%) | 0.2663 | 0.1733 | 0.093 | 0.094 | 0.0775 | 0.04 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125216 | -111565 | -81038 | -145369 | -165431 | -92390 |
Profit Factor | 1.4969 | 1.6387 | 1.3515 | 1.263 | 1.3854 | 1.1443 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 46.7532 | 40.2597 | 53.2468 | 46.7532 | 40.2597 | 53.2468 |
Ratio Avg Win / Avg Loss | 1.7048 | 2.4316 | 1.1867 | 1.4385 | 2.0558 | 1.0048 |
Largest Winning Trade | 146216 | 146216 | 40394 | 110426 | 110426 | 84440 |
Largest Losing Trade | -37579 | -21960 | -37579 | -60751 | -54047 | -60751 |
Avg Bars in Trades | 52 | 48 | 55 | 52 | 48 | 55 |
Avg Bars in Winners | 75 | 76 | 75 | 75 | 76 | 75 |
Avg Bars in Losers | 31 | 29 | 34 | 31 | 29 | 34 |
Bars Traded | 8038 | 3733 | 4305 | 8038 | 3733 | 4305 |
Profit Streak | 0 | 35.7172 | 0 | 0 | 35.7172 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364712 | -34707 | -109916 | -68045 | -132933 | -242848 |
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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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