Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217388.5734 | 145158.3392 | 72230.2343 | 77104.0924 | -2299.6534 | 79403.7457 |
Total P&L (%) | 217.3886 | 145.1583 | 72.2302 | 77.1041 | -2.2997 | 79.4037 |
Avg Daily Profit (%) | 0.2087 | 0.1394 | 0.0693 | 0.0549 | -0.0022 | 0.0561 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63447 | -64625 | -63447 | -242044 | -214215 | -117109 |
Profit Factor | 1.3657 | 1.5259 | 1.2268 | 1.0766 | 0.9958 | 1.1717 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 70.936 | 71.2871 | 70.5882 | 70.936 | 71.2871 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.5596 | 0.6146 | 0.5112 | 0.4411 | 0.4011 | 0.4882 |
Largest Winning Trade | 46902 | 46902 | 30080 | 54556 | 54556 | 39410 |
Largest Losing Trade | -63447 | -48177 | -63447 | -179411 | -179411 | -112033 |
Avg Bars in Trades | 119 | 120 | 118 | 119 | 120 | 118 |
Avg Bars in Winners | 72 | 73 | 71 | 72 | 73 | 71 |
Avg Bars in Losers | 232 | 236 | 228 | 232 | 236 | 228 |
Bars Traded | 24218 | 12182 | 12036 | 24218 | 12182 | 12036 |
Profit Streak | 11.4356 | 11.4356 | 23.0606 | 11.4356 | 11.4356 | 23.0606 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428409 | -3363 | -98209 | -252174 | -576935 | -147121 |
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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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