Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275545.099 | 252413.4014 | 23131.6976 | 376915.8074 | 261976.1096 | 114939.6978 |
Total P&L (%) | 275.5451 | 252.4134 | 23.1317 | 376.9158 | 261.9761 | 114.9397 |
Avg Daily Profit (%) | 0.2203 | 0.2018 | 0.0185 | 0.125 | 0.1029 | 0.0612 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240074 | -49193 | -225458 | -195967 | -195967 | -185232 |
Profit Factor | 1.5272 | 2.5283 | 1.0647 | 1.6116 | 2.0161 | 1.3206 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Losing Trades | 16 | 7 | 9 | 16 | 7 | 9 |
Profitability (%) | 87.5969 | 89.0625 | 86.1538 | 87.5969 | 89.0625 | 86.1538 |
Ratio Avg Win / Avg Loss | 0.2162 | 0.3105 | 0.1711 | 0.2282 | 0.2476 | 0.2122 |
Largest Winning Trade | 23467 | 23467 | 19024 | 52425 | 45803 | 52425 |
Largest Losing Trade | -131526 | -49193 | -131526 | -195967 | -195967 | -172463 |
Avg Bars in Trades | 36 | 43 | 28 | 36 | 43 | 28 |
Avg Bars in Winners | 17 | 21 | 14 | 23 | 28 | 18 |
Avg Bars in Losers | 167 | 228 | 120 | 124 | 167 | 92 |
Bars Traded | 4676 | 2806 | 1870 | 4676 | 2806 | 1870 |
Profit Streak | 41.1501 | 167.1501 | 41.1501 | 41.1501 | 167.1501 | 41.1501 |
Trades During Streak | 6 | 12 | 3 | 6 | 12 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518959 | -123131 | -449455 | -19082 | -187357 | -238157 |
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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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