Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234100.3225 | 34902.0699 | 199198.2526 | 177849.2307 | -154471.3514 | 332320.5821 |
Total P&L (%) | 234.1003 | 34.9021 | 199.1983 | 177.8492 | -154.4714 | 332.3206 |
Avg Daily Profit (%) | 0.1798 | 0.0268 | 0.153 | 0.0785 | 0 | 0.1125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79509 | -77608 | -55104 | -301058 | -355859 | -230632 |
Profit Factor | 1.3289 | 1.0959 | 1.573 | 1.0727 | 0.8728 | 1.2694 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 101 | 40 | 61 | 101 | 40 | 61 |
Losing Trades | 151 | 86 | 65 | 151 | 86 | 65 |
Profitability (%) | 40.0794 | 31.746 | 48.4127 | 40.0794 | 31.746 | 48.4127 |
Ratio Avg Win / Avg Loss | 1.9868 | 2.3561 | 1.6762 | 1.6037 | 1.8765 | 1.3527 |
Largest Winning Trade | 61688 | 61688 | 41304 | 169464 | 169464 | 122496 |
Largest Losing Trade | -21435 | -13849 | -21435 | -90470 | -44643 | -90470 |
Avg Bars in Trades | 15 | 13 | 16 | 15 | 13 | 16 |
Avg Bars in Winners | 24 | 22 | 26 | 24 | 22 | 26 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 3804 | 1703 | 2101 | 3804 | 1703 | 2101 |
Profit Streak | 23.939 | 23.939 | 31.2723 | 23.939 | 23.939 | 31.2723 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 288825 | -280212 | 378820 | -228427 | -584496 | -42499 |
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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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