Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276170.1914 | 374384.675 | -98214.4836 | 5252421.2036 | 1641389.5681 | 3611031.6354 |
Total P&L (%) | 276.1702 | 374.3847 | -98.2145 | 5252.4212 | 1641.3896 | 3611.0316 |
Avg Daily Profit (%) | 0.1104 | 0.1497 | -0.0393 | 0.1593 | 0.1143 | 0.1446 |
Buy And Hold Return (%) | 883.2883 | 883.2883 | 883.2883 | 883.2883 | 883.2883 | 883.2883 |
Max Trade Drawdown | -273819 | -66058 | -273819 | -1869907 | -590402 | -1293260 |
Profit Factor | 1.5149 | 4.3457 | 0.7686 | 3.4563 | 3.1907 | 3.5995 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 130 | 68 | 62 | 88 | 40 | 48 |
Losing Trades | 30 | 12 | 18 | 72 | 40 | 32 |
Profitability (%) | 81.25 | 85 | 77.5 | 55 | 50 | 60 |
Ratio Avg Win / Avg Loss | 0.3496 | 0.7669 | 0.2231 | 2.8279 | 3.1907 | 2.3997 |
Largest Winning Trade | 75999 | 75999 | 37710 | 2898989 | 685126 | 2898989 |
Largest Losing Trade | -273819 | -53176 | -273819 | -860872 | -199532 | -860872 |
Avg Bars in Trades | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Winners | 17 | 19 | 14 | 26 | 32 | 22 |
Avg Bars in Losers | 78 | 88 | 72 | 30 | 27 | 35 |
Bars Traded | 4574 | 2387 | 2187 | 4574 | 2387 | 2187 |
Profit Streak | 95.1966 | 107.6966 | 95.1966 | 95.1966 | 107.6966 | 95.1966 |
Trades During Streak | 9 | 7 | 4 | 9 | 7 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -204583 | -167437 | -594716 | 610822 | -59356 | -11130 |
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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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