Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226035.393 | 290413.5999 | -64378.2069 | -96611.7754 | -11853.61 | -84758.1654 |
Total P&L (%) | 226.0354 | 290.4136 | -64.3782 | -96.6118 | -11.8536 | -84.7582 |
Avg Daily Profit (%) | 0.1186 | 0.1524 | -0.0338 | -0.1774 | -0.0066 | -0.0986 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -312749 | -143678 | -229934 | -127241 | -48289 | -100393 |
Profit Factor | 1.1863 | 1.5808 | 0.9097 | 0.6335 | 0.8789 | 0.4884 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 58.6826 | 55.9524 | 61.4458 | 58.6826 | 55.9524 | 61.4458 |
Ratio Avg Win / Avg Loss | 0.8353 | 1.2445 | 0.5708 | 0.446 | 0.6919 | 0.3065 |
Largest Winning Trade | 136852 | 136852 | 38356 | 15096 | 15096 | 12658 |
Largest Losing Trade | -89036 | -36023 | -89036 | -49714 | -46022 | -49714 |
Avg Bars in Trades | 134 | 122 | 145 | 134 | 122 | 145 |
Avg Bars in Winners | 126 | 112 | 140 | 126 | 112 | 140 |
Avg Bars in Losers | 144 | 134 | 154 | 144 | 134 | 154 |
Bars Traded | 22390 | 10278 | 12112 | 22390 | 10278 | 12112 |
Profit Streak | 26.9092 | 26.9092 | 34.3258 | 26.9092 | 26.9092 | 34.3258 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48888 | 359905 | -578806 | -577762 | -579794 | -578806 |
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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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