Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418649.4782 | 301533.3132 | 117116.165 | 351398.6473 | -136081.7276 | 487480.3749 |
Total P&L (%) | 418.6495 | 301.5333 | 117.1162 | 351.3986 | -136.0817 | 487.4804 |
Avg Daily Profit (%) | 0.175 | 0.126 | 0.049 | 0.063 | 0 | 0.074 |
Buy And Hold Return (%) | 87.5195 | 87.5195 | 87.5195 | 87.5195 | 87.5195 | 87.5195 |
Max Trade Drawdown | -148890 | -146623 | -74797 | -1171506 | -1081198 | -123853 |
Profit Factor | 1.736 | 1.826 | 1.5747 | 1.153 | 0.9252 | 2.022 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 145 | 74 | 71 | 145 | 74 | 71 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 80.5556 | 82.2222 | 78.8889 | 80.5556 | 82.2222 | 78.8889 |
Ratio Avg Win / Avg Loss | 0.419 | 0.3948 | 0.4214 | 0.2783 | 0.2001 | 0.5411 |
Largest Winning Trade | 67008 | 67008 | 13679 | 211684 | 211684 | 121401 |
Largest Losing Trade | -74797 | -63488 | -74797 | -533772 | -533772 | -122447 |
Avg Bars in Trades | 51 | 86 | 16 | 51 | 86 | 16 |
Avg Bars in Winners | 15 | 21 | 9 | 15 | 21 | 9 |
Avg Bars in Losers | 200 | 387 | 43 | 200 | 387 | 43 |
Bars Traded | 9275 | 7793 | 1481 | 9275 | 7793 | 1481 |
Profit Streak | 15.1522 | 29.9022 | 0 | 15.1522 | 29.9022 | 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 | 427147 | -22164 | -184017 | -159443 | -576168 | -89982 |
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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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