Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158945.1175 | 77218.3865 | 81726.731 | 325224.0592 | 157208.6432 | 168015.4159 |
Total P&L (%) | 158.9451 | 77.2184 | 81.7267 | 325.2241 | 157.2086 | 168.0154 |
Avg Daily Profit (%) | 0.6103 | 0.2965 | 0.3138 | 0.5574 | 0.3634 | 0.3793 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18287 | -19339 | -19971 | -55255 | -32997 | -59148 |
Profit Factor | 2.0128 | 1.9924 | 2.033 | 1.9471 | 1.9786 | 1.9194 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 128 | 62 | 66 | 128 | 62 | 66 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 77.1084 | 74.6988 | 79.5181 | 77.1084 | 74.6988 | 79.5181 |
Ratio Avg Win / Avg Loss | 0.5976 | 0.6748 | 0.5236 | 0.5781 | 0.6702 | 0.4944 |
Largest Winning Trade | 19922 | 11715 | 19922 | 70641 | 21890 | 70641 |
Largest Losing Trade | -13644 | -13644 | -12383 | -39111 | -32997 | -39111 |
Avg Bars in Trades | 148 | 148 | 148 | 148 | 148 | 148 |
Avg Bars in Winners | 83 | 84 | 82 | 83 | 84 | 82 |
Avg Bars in Losers | 366 | 337 | 402 | 366 | 337 | 402 |
Bars Traded | 24662 | 12365 | 12296 | 24662 | 12365 | 12296 |
Profit Streak | 1.9227 | 1.9227 | 3.9852 | 1.9227 | 1.9227 | 3.9852 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498186 | 326236 | 442210 | 477319 | 345869 | 454464 |
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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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