Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352770.576 | 225319.4075 | 127451.1685 | 23065.03 | 55079.1515 | -32014.1216 |
Total P&L (%) | 352.7706 | 225.3194 | 127.4512 | 23.065 | 55.0792 | -32.0141 |
Avg Daily Profit (%) | 0.1864 | 0.1191 | 0.0674 | 0.011 | 0.0232 | -0.0204 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150467 | -143233 | -146663 | -231904 | -106578 | -243937 |
Profit Factor | 1.43 | 1.5777 | 1.2961 | 1.0227 | 1.1269 | 0.9449 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 44.1667 | 36.6667 | 51.6667 | 44.1667 | 36.6667 | 51.6667 |
Ratio Avg Win / Avg Loss | 1.8077 | 2.7252 | 1.2125 | 1.2929 | 1.9465 | 0.8839 |
Largest Winning Trade | 156075 | 156075 | 55568 | 156222 | 156222 | 56751 |
Largest Losing Trade | -40287 | -31108 | -40287 | -103264 | -44178 | -103264 |
Avg Bars in Trades | 62 | 55 | 68 | 62 | 55 | 68 |
Avg Bars in Winners | 86 | 84 | 88 | 86 | 84 | 88 |
Avg Bars in Losers | 42 | 39 | 47 | 42 | 39 | 47 |
Bars Traded | 7449 | 3350 | 4099 | 7449 | 3350 | 4099 |
Profit Streak | 99.191 | 99.191 | 134.191 | 99.191 | 99.191 | 134.191 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323316 | -204832 | -270521 | -379066 | -416386 | -748358 |
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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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