Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170697.369 | 91067.8236 | 79629.5454 | 97333.0282 | 52743.213 | 44589.8152 |
Total P&L (%) | 170.6974 | 91.0678 | 79.6295 | 97.333 | 52.7432 | 44.5898 |
Avg Daily Profit (%) | 0.184 | 0.0982 | 0.0858 | 0.0733 | 0.0457 | 0.0397 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76064 | -78281 | -41186 | -158119 | -149488 | -88111 |
Profit Factor | 1.5409 | 1.4671 | 1.6602 | 1.2004 | 1.1817 | 1.2281 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 186 | 97 | 89 | 186 | 97 | 89 |
Losing Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Profitability (%) | 72.9412 | 76.378 | 69.5313 | 72.9412 | 76.378 | 69.5313 |
Ratio Avg Win / Avg Loss | 0.5716 | 0.4538 | 0.7275 | 0.4453 | 0.3655 | 0.5381 |
Largest Winning Trade | 20841 | 20841 | 13826 | 27183 | 27183 | 14997 |
Largest Losing Trade | -69808 | -69808 | -41186 | -134064 | -134064 | -88111 |
Avg Bars in Trades | 18 | 29 | 7 | 18 | 29 | 7 |
Avg Bars in Winners | 6 | 9 | 3 | 6 | 9 | 3 |
Avg Bars in Losers | 50 | 93 | 17 | 50 | 93 | 17 |
Bars Traded | 4744 | 3733 | 1011 | 4744 | 3733 | 1011 |
Profit Streak | 0 | 26.5257 | 0 | 0 | 26.5257 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430539 | -57725 | -75413 | -92697 | -150583 | -141049 |
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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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