Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266374.2022 | 147412.1837 | 118962.0185 | 280919.449 | 2972.0613 | 277947.3877 |
Total P&L (%) | 266.3742 | 147.4122 | 118.962 | 280.9194 | 2.9721 | 277.9474 |
Avg Daily Profit (%) | 0.2557 | 0.1415 | 0.1142 | 0.1285 | 0.0028 | 0.1277 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78734 | -86767 | -40828 | -333452 | -324779 | -171175 |
Profit Factor | 1.4507 | 1.4352 | 1.4716 | 1.1786 | 1.0031 | 1.4427 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 95 | 41 | 54 | 95 | 41 | 54 |
Losing Trades | 107 | 60 | 47 | 107 | 60 | 47 |
Profitability (%) | 47.0297 | 40.5941 | 53.4653 | 47.0297 | 40.5941 | 53.4653 |
Ratio Avg Win / Avg Loss | 1.634 | 2.1003 | 1.2808 | 1.3275 | 1.468 | 1.2556 |
Largest Winning Trade | 133159 | 133159 | 27171 | 155620 | 155620 | 90562 |
Largest Losing Trade | -22927 | -22318 | -22927 | -127347 | -127347 | -76942 |
Avg Bars in Trades | 122 | 137 | 106 | 122 | 137 | 106 |
Avg Bars in Winners | 122 | 129 | 117 | 122 | 129 | 117 |
Avg Bars in Losers | 121 | 143 | 94 | 121 | 143 | 94 |
Bars Traded | 24693 | 13911 | 10782 | 24693 | 13911 | 10782 |
Profit Streak | 3.0201 | 0 | 8.4784 | 3.0201 | 0 | 8.4784 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323513 | -6041 | -38567 | -46751 | -575844 | -20720 |
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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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