Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175926.4091 | 207130.458 | -31204.0489 | -12716.4246 | -39341.1158 | 26624.6912 |
Total P&L (%) | 175.9264 | 207.1305 | -31.204 | -12.7164 | -39.3411 | 26.6247 |
Avg Daily Profit (%) | 0.1411 | 0.1661 | -0.025 | -0.0109 | -0.0401 | 0.0189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174147 | -79561 | -194960 | -490212 | -148244 | -416801 |
Profit Factor | 1.1853 | 1.56 | 0.9462 | 0.9915 | 0.9383 | 1.031 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 205 | 101 | 104 | 177 | 90 | 87 |
Losing Trades | 65 | 34 | 31 | 93 | 45 | 48 |
Profitability (%) | 75.9259 | 74.8148 | 77.037 | 65.5556 | 66.6667 | 64.4444 |
Ratio Avg Win / Avg Loss | 0.3758 | 0.5252 | 0.282 | 0.521 | 0.4691 | 0.5688 |
Largest Winning Trade | 31783 | 31783 | 20963 | 370890 | 47054 | 370890 |
Largest Losing Trade | -174147 | -41691 | -174147 | -222074 | -72910 | -222074 |
Avg Bars in Trades | 18 | 17 | 18 | 18 | 17 | 18 |
Avg Bars in Winners | 10 | 9 | 11 | 12 | 11 | 13 |
Avg Bars in Losers | 42 | 42 | 42 | 28 | 29 | 27 |
Bars Traded | 4878 | 2387 | 2491 | 4878 | 2387 | 2491 |
Profit Streak | 28.1448 | 28.1448 | 50.1448 | 28.1448 | 28.1448 | 50.1448 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16416 | 446935 | -575363 | -575423 | -577034 | -355568 |
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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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