Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165422.625 | 120745.6221 | 44677.0029 | 213440.8541 | 124913.9824 | 88526.8717 |
Total P&L (%) | 165.4226 | 120.7456 | 44.677 | 213.4409 | 124.914 | 88.5269 |
Avg Daily Profit (%) | 0.3176 | 0.2318 | 0.0858 | 0.2196 | 0.1557 | 0.1218 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85176 | -82494 | -35191 | -254920 | -269301 | -73953 |
Profit Factor | 1.4566 | 1.528 | 1.3344 | 1.2541 | 1.219 | 1.3284 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 141 | 72 | 69 | 141 | 72 | 69 |
Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Profitability (%) | 71.5736 | 73.4694 | 69.697 | 71.5736 | 73.4694 | 69.697 |
Ratio Avg Win / Avg Loss | 0.5785 | 0.5518 | 0.5802 | 0.4981 | 0.4402 | 0.5776 |
Largest Winning Trade | 22586 | 22586 | 11671 | 40185 | 40185 | 20078 |
Largest Losing Trade | -33957 | -30347 | -33957 | -110946 | -110946 | -65356 |
Avg Bars in Trades | 121 | 205 | 38 | 121 | 205 | 38 |
Avg Bars in Winners | 59 | 91 | 26 | 59 | 91 | 26 |
Avg Bars in Losers | 277 | 520 | 66 | 277 | 520 | 66 |
Bars Traded | 23894 | 20113 | 3781 | 23894 | 20113 | 3781 |
Profit Streak | 12.6574 | 16.7408 | 12.6574 | 12.6574 | 16.7408 | 12.6574 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444323 | 419131 | -79026 | 369616 | 327740 | -29208 |
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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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