Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328658.9771 | 201145.9948 | 127512.9823 | 222350.6091 | 170701.3513 | 51649.2578 |
Total P&L (%) | 328.659 | 201.146 | 127.513 | 222.3506 | 170.7014 | 51.6493 |
Avg Daily Profit (%) | 0.2402 | 0.147 | 0.0932 | 0.0856 | 0.0728 | 0.0304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109918 | -93984 | -109334 | -119502 | -128586 | -165060 |
Profit Factor | 1.3965 | 1.4798 | 1.3112 | 1.2087 | 1.3297 | 1.0943 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 87 | 33 | 54 | 87 | 33 | 54 |
Losing Trades | 93 | 57 | 36 | 93 | 57 | 36 |
Profitability (%) | 48.3333 | 36.6667 | 60 | 48.3333 | 36.6667 | 60 |
Ratio Avg Win / Avg Loss | 1.4928 | 2.556 | 0.8741 | 1.292 | 2.2968 | 0.7295 |
Largest Winning Trade | 73996 | 73996 | 34047 | 88160 | 88160 | 36626 |
Largest Losing Trade | -37853 | -23370 | -37853 | -68468 | -28889 | -68468 |
Avg Bars in Trades | 44 | 46 | 43 | 44 | 46 | 43 |
Avg Bars in Winners | 58 | 70 | 51 | 58 | 70 | 51 |
Avg Bars in Losers | 32 | 32 | 31 | 32 | 32 | 31 |
Bars Traded | 8086 | 4160 | 3926 | 8086 | 4160 | 3926 |
Profit Streak | 4.3167 | 0 | 5.8167 | 4.3167 | 0 | 5.8167 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324278 | -10 | -68385 | -78808 | -99855 | -270257 |
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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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