Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182756.7194 | 170809.4796 | 11947.2398 | -95928.1508 | 3360.6557 | -99288.8066 |
Total P&L (%) | 182.7567 | 170.8095 | 11.9472 | -95.9282 | 3.3607 | -99.2888 |
Avg Daily Profit (%) | 0.1755 | 0.164 | 0.0115 | -0.3068 | 0.0032 | -0.4737 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107631 | -76563 | -105301 | -113406 | -6935 | -113635 |
Profit Factor | 1.1993 | 1.3912 | 1.0249 | 0.4434 | 1.0925 | 0.2699 |
Total Trades | 369 | 184 | 185 | 369 | 184 | 185 |
Winning Trades | 226 | 109 | 117 | 226 | 109 | 117 |
Losing Trades | 143 | 75 | 68 | 143 | 75 | 68 |
Profitability (%) | 61.2466 | 59.2391 | 63.2432 | 61.2466 | 59.2391 | 63.2432 |
Ratio Avg Win / Avg Loss | 0.7588 | 0.9572 | 0.5956 | 0.2806 | 0.7517 | 0.1569 |
Largest Winning Trade | 20193 | 19599 | 20193 | 7726 | 7726 | 5081 |
Largest Losing Trade | -98836 | -41164 | -98836 | -113406 | -6784 | -113406 |
Avg Bars in Trades | 66 | 76 | 56 | 66 | 76 | 56 |
Avg Bars in Winners | 44 | 51 | 38 | 44 | 51 | 38 |
Avg Bars in Losers | 102 | 113 | 89 | 102 | 113 | 89 |
Bars Traded | 24634 | 14113 | 10521 | 24634 | 14113 | 10521 |
Profit Streak | 5.0491 | 5.1325 | 5.0491 | 5.0491 | 5.1325 | 5.0491 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323601 | 309879 | -474704 | -576206 | -472512 | -577931 |
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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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