Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336379.9168 | 176517.429 | 159862.4878 | -13327.669 | -267830.0889 | 254502.42 |
Total P&L (%) | 336.3799 | 176.5174 | 159.8625 | -13.3277 | -267.8301 | 254.5024 |
Avg Daily Profit (%) | 0.2014 | 0.1057 | 0.0957 | -0.0086 | 0 | 0.0758 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206745 | -154846 | -136144 | -1136697 | -839009 | -527128 |
Profit Factor | 1.4122 | 1.4026 | 1.4233 | 0.9951 | 0.8326 | 1.2299 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 88 | 36 | 52 | 88 | 36 | 52 |
Losing Trades | 82 | 49 | 33 | 82 | 49 | 33 |
Profitability (%) | 51.7647 | 42.3529 | 61.1765 | 51.7647 | 42.3529 | 61.1765 |
Ratio Avg Win / Avg Loss | 1.3159 | 1.909 | 0.9033 | 0.9272 | 1.1333 | 0.7805 |
Largest Winning Trade | 181055 | 181055 | 38744 | 251205 | 251205 | 212756 |
Largest Losing Trade | -68653 | -56291 | -68653 | -389439 | -303553 | -389439 |
Avg Bars in Trades | 37 | 34 | 39 | 37 | 34 | 39 |
Avg Bars in Winners | 35 | 28 | 39 | 35 | 28 | 39 |
Avg Bars in Losers | 39 | 39 | 39 | 39 | 39 | 39 |
Bars Traded | 6344 | 2971 | 3373 | 6344 | 2971 | 3373 |
Profit Streak | 33.62 | 39.62 | 33.62 | 33.62 | 39.62 | 33.62 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394872 | -51967 | -64098 | -578211 | -580983 | -91826 |
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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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