Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255619.9411 | 311641.6709 | -56021.7298 | -68746.3767 | 28446.3718 | -97192.7485 |
Total P&L (%) | 255.6199 | 311.6417 | -56.0217 | -68.7464 | 28.4464 | -97.1927 |
Avg Daily Profit (%) | 0.158 | 0.1926 | -0.0346 | -0.0719 | 0.0155 | -0.2206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233271 | -245322 | -112602 | -335977 | -323718 | -136797 |
Profit Factor | 1.2854 | 1.453 | 0.7304 | 0.9302 | 1.0378 | 0.5843 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 52.0468 | 51.7647 | 52.3256 | 52.0468 | 51.7647 | 52.3256 |
Ratio Avg Win / Avg Loss | 1.1843 | 1.3539 | 0.6654 | 0.8571 | 0.9671 | 0.5324 |
Largest Winning Trade | 85727 | 85727 | 22931 | 135678 | 135678 | 16307 |
Largest Losing Trade | -56812 | -56812 | -48381 | -146583 | -146583 | -60880 |
Avg Bars in Trades | 104 | 203 | 5 | 104 | 203 | 5 |
Avg Bars in Winners | 67 | 130 | 6 | 67 | 130 | 6 |
Avg Bars in Losers | 143 | 283 | 4 | 143 | 283 | 4 |
Bars Traded | 17821 | 17332 | 489 | 17821 | 17332 | 489 |
Profit Streak | 579.9135 | 601.4135 | 579.9135 | 579.9135 | 601.4135 | 579.9135 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337543 | 339735 | -579939 | -578658 | -355131 | -579939 |
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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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