Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131254.5964 | 90133.963 | 41120.6334 | -2115.1145 | 115018.2485 | -117133.3631 |
Total P&L (%) | 131.2546 | 90.134 | 41.1206 | -2.1151 | 115.0182 | -117.1334 |
Avg Daily Profit (%) | 0.504 | 0.3461 | 0.1579 | -0.0082 | 0.2944 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85120 | -31222 | -85120 | -255867 | -30432 | -255867 |
Profit Factor | 1.5132 | 1.96 | 1.254 | 0.9959 | 1.9402 | 0.7008 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 74.1935 | 69.3548 | 79.0323 | 74.1935 | 69.3548 | 79.0323 |
Ratio Avg Win / Avg Loss | 0.5263 | 0.866 | 0.3327 | 0.3464 | 0.8573 | 0.1859 |
Largest Winning Trade | 22577 | 14545 | 22577 | 26428 | 26428 | 22621 |
Largest Losing Trade | -85120 | -31222 | -85120 | -255867 | -30432 | -255867 |
Avg Bars in Trades | 196 | 198 | 194 | 196 | 198 | 194 |
Avg Bars in Winners | 116 | 124 | 110 | 116 | 124 | 110 |
Avg Bars in Losers | 425 | 366 | 511 | 425 | 366 | 511 |
Bars Traded | 24355 | 12306 | 12049 | 24355 | 12306 | 12049 |
Profit Streak | 0 | 12.4106 | 0 | 0 | 12.4106 | 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 | 442326 | -142167 | -148537 | -578430 | -142648 | -732590 |
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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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