Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328294.8033 | 200789.5769 | 127505.2264 | -1971.6835 | -177036.1327 | 175064.4492 |
Total P&L (%) | 328.2948 | 200.7896 | 127.5052 | -1.9717 | -177.0361 | 175.0644 |
Avg Daily Profit (%) | 0.2073 | 0.1268 | 0.0805 | -0.0013 | 0 | 0.0639 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120361 | -89223 | -140388 | -565424 | -498624 | -327809 |
Profit Factor | 1.5065 | 1.6707 | 1.3655 | 0.9988 | 0.7963 | 1.2413 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 75.5102 | 71.4286 | 79.5918 | 75.5102 | 71.4286 | 79.5918 |
Ratio Avg Win / Avg Loss | 0.4886 | 0.6683 | 0.3501 | 0.3239 | 0.3185 | 0.3183 |
Largest Winning Trade | 74565 | 74565 | 34940 | 123844 | 87558 | 123844 |
Largest Losing Trade | -82408 | -53478 | -82408 | -292652 | -292652 | -280330 |
Avg Bars in Trades | 30 | 31 | 30 | 30 | 31 | 30 |
Avg Bars in Winners | 22 | 20 | 23 | 22 | 20 | 23 |
Avg Bars in Losers | 55 | 56 | 54 | 55 | 56 | 54 |
Bars Traded | 2994 | 1522 | 1472 | 2994 | 1522 | 1472 |
Profit Streak | 78.4727 | 78.4727 | 111.4727 | 78.4727 | 78.4727 | 111.4727 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456180 | -19567 | -81375 | -575468 | -576940 | -104263 |
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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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