Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195098.524 | 94212.7305 | 100885.7934 | 380505.0847 | 137026.2838 | 243478.8009 |
Total P&L (%) | 195.0985 | 94.2127 | 100.8858 | 380.5051 | 137.0263 | 243.4788 |
Avg Daily Profit (%) | 0.2947 | 0.1423 | 0.1524 | 0.2374 | 0.1304 | 0.1865 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42833 | -41639 | -29678 | -211074 | -192481 | -93681 |
Profit Factor | 1.6484 | 1.6174 | 1.6802 | 1.514 | 1.3435 | 1.7134 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 45.122 | 42.6829 | 47.561 | 45.122 | 42.6829 | 47.561 |
Ratio Avg Win / Avg Loss | 2.0048 | 2.172 | 1.8525 | 1.8414 | 1.8041 | 1.8891 |
Largest Winning Trade | 30172 | 30172 | 27720 | 85559 | 81411 | 85559 |
Largest Losing Trade | -11799 | -8189 | -11799 | -41102 | -41102 | -38154 |
Avg Bars in Trades | 93 | 92 | 94 | 93 | 92 | 94 |
Avg Bars in Winners | 144 | 143 | 145 | 144 | 143 | 145 |
Avg Bars in Losers | 51 | 54 | 48 | 51 | 54 | 48 |
Bars Traded | 15295 | 7561 | 7734 | 15295 | 7561 | 7734 |
Profit Streak | 408.5285 | 411.8618 | 0 | 408.5285 | 411.8618 | 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 | 395249 | -6852 | 175322 | 355338 | -24274 | 188142 |
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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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