Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366228.5649 | 169731.5766 | 196496.9883 | 65127.8624 | -19533.5811 | 84661.4435 |
Total P&L (%) | 366.2286 | 169.7316 | 196.497 | 65.1279 | -19.5336 | 84.6614 |
Avg Daily Profit (%) | 0.2019 | 0.0936 | 0.1083 | 0.0277 | -0.012 | 0.0338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121664 | -137293 | -122795 | -134766 | -146213 | -137806 |
Profit Factor | 1.3283 | 1.3044 | 1.3522 | 1.0664 | 0.962 | 1.1813 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 123 | 55 | 68 | 123 | 55 | 68 |
Losing Trades | 103 | 58 | 45 | 103 | 58 | 45 |
Profitability (%) | 54.4248 | 48.6726 | 60.177 | 54.4248 | 48.6726 | 60.177 |
Ratio Avg Win / Avg Loss | 1.1123 | 1.3756 | 0.8948 | 0.893 | 1.0144 | 0.7817 |
Largest Winning Trade | 94562 | 94562 | 46527 | 75307 | 75307 | 46527 |
Largest Losing Trade | -63544 | -30624 | -63544 | -83044 | -36183 | -83044 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 5438 | 2712 | 2726 | 5438 | 2712 | 2726 |
Profit Streak | 24.7209 | 32.7209 | 24.7209 | 24.7209 | 32.7209 | 24.7209 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410139 | -67434 | -47753 | -301901 | -578607 | -168631 |
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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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