Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50567.8249 | 1346.2101 | 49221.6148 | 36767.8596 | -8601.4119 | 45369.2715 |
Total P&L (%) | 50.5678 | 1.3462 | 49.2216 | 36.7679 | -8.6014 | 45.3693 |
Avg Daily Profit (%) | 0.1942 | 0.0052 | 0.189 | 0.1203 | -0.0345 | 0.1438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62129 | -33698 | -31908 | -119359 | -63043 | -60618 |
Profit Factor | 1.1818 | 1.0081 | 1.4422 | 1.0828 | 0.9668 | 1.2449 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 152 | 69 | 83 | 152 | 69 | 83 |
Losing Trades | 79 | 46 | 33 | 79 | 46 | 33 |
Profitability (%) | 65.8009 | 60 | 71.5517 | 65.8009 | 60 | 71.5517 |
Ratio Avg Win / Avg Loss | 0.6142 | 0.672 | 0.5734 | 0.5627 | 0.6445 | 0.495 |
Largest Winning Trade | 9546 | 9179 | 9546 | 14597 | 14597 | 11691 |
Largest Losing Trade | -23835 | -13535 | -23835 | -51520 | -24148 | -51520 |
Avg Bars in Trades | 104 | 105 | 104 | 104 | 105 | 104 |
Avg Bars in Winners | 65 | 57 | 72 | 65 | 57 | 72 |
Avg Bars in Losers | 180 | 177 | 184 | 180 | 177 | 184 |
Bars Traded | 24225 | 12097 | 12128 | 24225 | 12097 | 12128 |
Profit Streak | 5.7086 | 0 | 8.5941 | 5.7086 | 0 | 8.5941 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13339 | -565355 | 303752 | -163504 | -581125 | -1766 |
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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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