Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429030.8935 | 257373.2411 | 171657.6524 | 900534.3306 | 956425.0591 | -55890.7285 |
Total P&L (%) | 429.0309 | 257.3732 | 171.6577 | 900.5343 | 956.4251 | -55.8907 |
Avg Daily Profit (%) | 0.2542 | 0.1525 | 0.1017 | 0.1365 | 0.1398 | -0.0485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100297 | -91777 | -80238 | -1321464 | -253208 | -1173373 |
Profit Factor | 1.5742 | 1.7257 | 1.4374 | 1.3252 | 1.9808 | 0.9688 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Losing Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Profitability (%) | 42.6471 | 45.098 | 40.1961 | 42.6471 | 45.098 | 40.1961 |
Ratio Avg Win / Avg Loss | 2.1171 | 2.1009 | 2.1385 | 1.7822 | 2.4114 | 1.4415 |
Largest Winning Trade | 88531 | 88531 | 49556 | 471609 | 443266 | 471609 |
Largest Losing Trade | -28015 | -19920 | -28015 | -261623 | -157414 | -261623 |
Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Winners | 38 | 35 | 42 | 38 | 35 | 42 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 5023 | 2418 | 2605 | 5023 | 2418 | 2605 |
Profit Streak | 0 | 39.2108 | 0 | 0 | 39.2108 | 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 | 339880 | 344263 | -58998 | -10509 | -3205 | -582928 |
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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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