Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302911.306 | 216531.5847 | 86379.7212 | 57866.4926 | 58684.9409 | -818.4483 |
Total P&L (%) | 302.9113 | 216.5316 | 86.3797 | 57.8665 | 58.6849 | -0.8184 |
Avg Daily Profit (%) | 0.2934 | 0.2097 | 0.0837 | 0.0442 | 0.0447 | -0.0008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101302 | -121476 | -98501 | -79699 | -65436 | -83306 |
Profit Factor | 1.3215 | 1.4495 | 1.1876 | 1.0937 | 1.1868 | 0.9973 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 48 | 46 | 50 | 48 | 46 | 50 |
Ratio Avg Win / Avg Loss | 1.4317 | 1.7016 | 1.1876 | 1.1848 | 1.3932 | 0.9973 |
Largest Winning Trade | 173511 | 173511 | 32845 | 50591 | 50591 | 21054 |
Largest Losing Trade | -48704 | -29075 | -48704 | -35138 | -21445 | -35138 |
Avg Bars in Trades | 61 | 66 | 55 | 61 | 66 | 55 |
Avg Bars in Winners | 75 | 82 | 68 | 75 | 82 | 68 |
Avg Bars in Losers | 47 | 52 | 43 | 47 | 52 | 43 |
Bars Traded | 12205 | 6639 | 5566 | 12205 | 6639 | 5566 |
Profit Streak | 18.7804 | 18.7804 | 21.1971 | 18.7804 | 18.7804 | 21.1971 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358907 | 307107 | -95139 | -250767 | -150209 | -580514 |
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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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