Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327888.7648 | 226435.2105 | 101453.5542 | -25970.8911 | 53844.1886 | -79815.0797 |
Total P&L (%) | 327.8888 | 226.4352 | 101.4536 | -25.9709 | 53.8442 | -79.8151 |
Avg Daily Profit (%) | 0.1717 | 0.1186 | 0.0531 | -0.0157 | 0.0226 | -0.0837 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170533 | -122111 | -185481 | -167684 | -51297 | -214821 |
Profit Factor | 1.2959 | 1.4068 | 1.184 | 0.9609 | 1.1889 | 0.7894 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 108 | 49 | 59 | 108 | 49 | 59 |
Losing Trades | 85 | 48 | 37 | 85 | 48 | 37 |
Profitability (%) | 55.9585 | 50.5155 | 61.4583 | 55.9585 | 50.5155 | 61.4583 |
Ratio Avg Win / Avg Loss | 1.0199 | 1.3781 | 0.7425 | 0.7563 | 1.1646 | 0.495 |
Largest Winning Trade | 147622 | 147622 | 48195 | 76617 | 76617 | 29345 |
Largest Losing Trade | -62885 | -62885 | -47158 | -69135 | -36517 | -69135 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 3680 | 1850 | 1830 | 3680 | 1850 | 1830 |
Profit Streak | 47.1773 | 47.1773 | 56.6773 | 47.1773 | 47.1773 | 56.6773 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395538 | -32962 | -139372 | -577228 | -175501 | -578332 |
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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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