Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371570.588 | 326264.9123 | 45305.6756 | 72306.3626 | 175065.1479 | -102758.7853 |
Total P&L (%) | 371.5706 | 326.2649 | 45.3057 | 72.3064 | 175.0651 | -102.7588 |
Avg Daily Profit (%) | 0.2099 | 0.1843 | 0.0256 | 0.0307 | 0.0572 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121705 | -105089 | -105941 | -375720 | -351625 | -336999 |
Profit Factor | 1.3921 | 1.6764 | 1.0973 | 1.0277 | 1.1295 | 0.9182 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Profitability (%) | 46.3235 | 48.5294 | 44.1176 | 46.3235 | 48.5294 | 44.1176 |
Ratio Avg Win / Avg Loss | 1.613 | 1.778 | 1.39 | 1.1908 | 1.1979 | 1.1631 |
Largest Winning Trade | 94487 | 94487 | 52008 | 148175 | 138305 | 148175 |
Largest Losing Trade | -45401 | -38589 | -45401 | -167123 | -167123 | -130503 |
Avg Bars in Trades | 153 | 173 | 133 | 153 | 173 | 133 |
Avg Bars in Winners | 195 | 202 | 188 | 195 | 202 | 188 |
Avg Bars in Losers | 117 | 146 | 90 | 117 | 146 | 90 |
Bars Traded | 20880 | 11794 | 9086 | 20880 | 11794 | 9086 |
Profit Streak | 95.8308 | 100.5808 | 95.8308 | 95.8308 | 100.5808 | 95.8308 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354025 | -98010 | -384658 | -341477 | -303329 | -689898 |
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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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