Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202870.1539 | 104092.96 | 98777.1939 | 329978.8937 | 112996.4885 | 216982.4052 |
Total P&L (%) | 202.8702 | 104.093 | 98.7772 | 329.9789 | 112.9965 | 216.9824 |
Avg Daily Profit (%) | 0.3895 | 0.1999 | 0.1897 | 0.2804 | 0.1453 | 0.2218 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44093 | -55426 | -26975 | -230001 | -275149 | -152552 |
Profit Factor | 1.4151 | 1.3968 | 1.4364 | 1.1886 | 1.1191 | 1.2711 |
Total Trades | 275 | 138 | 137 | 275 | 138 | 137 |
Winning Trades | 113 | 51 | 62 | 113 | 51 | 62 |
Losing Trades | 162 | 87 | 75 | 162 | 87 | 75 |
Profitability (%) | 41.0909 | 36.9565 | 45.2555 | 41.0909 | 36.9565 | 45.2555 |
Ratio Avg Win / Avg Loss | 2.0288 | 2.3828 | 1.7376 | 1.704 | 1.909 | 1.5376 |
Largest Winning Trade | 51879 | 51879 | 20752 | 136049 | 136049 | 73998 |
Largest Losing Trade | -9319 | -7908 | -9319 | -43156 | -43156 | -42802 |
Avg Bars in Trades | 89 | 85 | 93 | 89 | 85 | 93 |
Avg Bars in Winners | 145 | 146 | 145 | 145 | 146 | 145 |
Avg Bars in Losers | 50 | 50 | 50 | 50 | 50 | 50 |
Bars Traded | 24654 | 11856 | 12798 | 24654 | 11856 | 12798 |
Profit Streak | 8.4561 | 8.4978 | 0 | 8.4561 | 8.4978 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331773 | 152923 | 250422 | -5549 | -92716 | 223939 |
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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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