Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397705.5278 | 227920.4711 | 169785.0567 | 159986.7568 | 50210.1039 | 109776.6528 |
Total P&L (%) | 397.7055 | 227.9205 | 169.7851 | 159.9868 | 50.2101 | 109.7767 |
Avg Daily Profit (%) | 0.2189 | 0.1255 | 0.0935 | 0.0526 | 0.0224 | 0.0408 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130634 | -122231 | -75415 | -535949 | -536720 | -390141 |
Profit Factor | 1.4573 | 1.4797 | 1.4304 | 1.0604 | 1.0366 | 1.0862 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Losing Trades | 99 | 55 | 44 | 99 | 55 | 44 |
Profitability (%) | 45.9016 | 39.5604 | 52.1739 | 45.9016 | 39.5604 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.7175 | 2.2606 | 1.3112 | 1.2498 | 1.5837 | 0.9957 |
Largest Winning Trade | 115768 | 115768 | 52028 | 259156 | 259156 | 126023 |
Largest Losing Trade | -51731 | -35756 | -51731 | -214329 | -150381 | -214329 |
Avg Bars in Trades | 117 | 130 | 104 | 117 | 130 | 104 |
Avg Bars in Winners | 145 | 160 | 134 | 145 | 160 | 134 |
Avg Bars in Losers | 93 | 110 | 73 | 93 | 110 | 73 |
Bars Traded | 21505 | 11854 | 9651 | 21505 | 11854 | 9651 |
Profit Streak | 133.0546 | 133.0546 | 135.2213 | 133.0546 | 133.0546 | 135.2213 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390643 | -26233 | -65935 | -275792 | -346434 | -264434 |
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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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