Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242798.812 | 88232.2678 | 154566.5442 | 385964.5844 | 81579.6866 | 304384.8978 |
Total P&L (%) | 242.7988 | 88.2323 | 154.5665 | 385.9646 | 81.5797 | 304.3849 |
Avg Daily Profit (%) | 0.2174 | 0.079 | 0.1384 | 0.1416 | 0.0534 | 0.1252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65924 | -51925 | -44078 | -247483 | -127643 | -164203 |
Profit Factor | 1.8576 | 1.5702 | 2.2042 | 1.4558 | 1.1713 | 1.8212 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 41.6667 | 30.9524 | 52.381 | 41.6667 | 30.9524 | 52.381 |
Ratio Avg Win / Avg Loss | 2.6007 | 3.5027 | 2.0038 | 2.0381 | 2.6129 | 1.6556 |
Largest Winning Trade | 68878 | 68878 | 35995 | 125654 | 125654 | 94540 |
Largest Losing Trade | -29957 | -19075 | -29957 | -51145 | -51145 | -50982 |
Avg Bars in Trades | 153 | 125 | 182 | 153 | 125 | 182 |
Avg Bars in Winners | 258 | 234 | 272 | 258 | 234 | 272 |
Avg Bars in Losers | 79 | 76 | 82 | 79 | 76 | 82 |
Bars Traded | 12926 | 5279 | 7647 | 12926 | 5279 | 7647 |
Profit Streak | 22.1732 | 26.0898 | 0 | 22.1732 | 26.0898 | 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 | 317781 | -91469 | -3770 | -4291 | -159379 | -22127 |
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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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