Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82901.5668 | 1410.3728 | 81491.194 | 32845.0354 | -38548.8141 | 71393.8496 |
Total P&L (%) | 82.9016 | 1.4104 | 81.4912 | 32.845 | -38.5488 | 71.3939 |
Avg Daily Profit (%) | 0.1592 | 0.0027 | 0.1565 | 0.0545 | -0.0934 | 0.1035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67022 | -56364 | -40746 | -99364 | -75522 | -56771 |
Profit Factor | 1.1717 | 1.0052 | 1.382 | 1.0658 | 0.8644 | 1.3328 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 136 | 67 | 69 | 136 | 67 | 69 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 69.3878 | 68.3673 | 70.4082 | 69.3878 | 68.3673 | 70.4082 |
Ratio Avg Win / Avg Loss | 0.5169 | 0.4651 | 0.5808 | 0.4702 | 0.3999 | 0.5602 |
Largest Winning Trade | 22379 | 22379 | 13624 | 18169 | 14326 | 18169 |
Largest Losing Trade | -23689 | -23547 | -23689 | -29308 | -29308 | -28841 |
Avg Bars in Trades | 125 | 126 | 124 | 125 | 126 | 124 |
Avg Bars in Winners | 74 | 67 | 80 | 74 | 67 | 80 |
Avg Bars in Losers | 242 | 254 | 229 | 242 | 254 | 229 |
Bars Traded | 24662 | 12435 | 12227 | 24662 | 12435 | 12227 |
Profit Streak | 0 | 0 | 15.0595 | 0 | 0 | 15.0595 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23131 | -569616 | 334844 | -269732 | -578980 | -53050 |
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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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