Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357160.531 | 166353.0399 | 190807.4911 | 405729.0982 | 214292.6595 | 191436.4387 |
Total P&L (%) | 357.1605 | 166.353 | 190.8075 | 405.7291 | 214.2927 | 191.4364 |
Avg Daily Profit (%) | 0.2222 | 0.1035 | 0.1187 | 0.1009 | 0.0713 | 0.0666 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135885 | -70428 | -85183 | -250603 | -201921 | -182644 |
Profit Factor | 1.5123 | 1.5683 | 1.4717 | 1.2812 | 1.3319 | 1.2401 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 45.8599 | 39.7436 | 51.8987 | 45.8599 | 39.7436 | 51.8987 |
Ratio Avg Win / Avg Loss | 1.7853 | 2.3777 | 1.364 | 1.5125 | 2.0194 | 1.1494 |
Largest Winning Trade | 106844 | 106844 | 43651 | 166292 | 166292 | 92968 |
Largest Losing Trade | -44054 | -30173 | -44054 | -136735 | -136735 | -113113 |
Avg Bars in Trades | 39 | 37 | 41 | 39 | 37 | 41 |
Avg Bars in Winners | 52 | 51 | 53 | 52 | 51 | 53 |
Avg Bars in Losers | 28 | 28 | 27 | 28 | 28 | 27 |
Bars Traded | 6206 | 2952 | 3254 | 6206 | 2952 | 3254 |
Profit Streak | 66.5589 | 66.5589 | 69.8089 | 66.5589 | 66.5589 | 69.8089 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396201 | -89466 | -58742 | -56516 | -133873 | -129671 |
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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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