Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335159.8444 | 270489.6854 | 64670.1591 | 16477.8295 | 513.582 | 15964.2475 |
Total P&L (%) | 335.1598 | 270.4897 | 64.6702 | 16.4778 | 0.5136 | 15.9642 |
Avg Daily Profit (%) | 0.3245 | 0.2619 | 0.0626 | 0.0148 | 0.0005 | 0.0143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130468 | -137685 | -70132 | -128477 | -142149 | -74228 |
Profit Factor | 1.4647 | 1.5286 | 1.3087 | 1.0272 | 1.0012 | 1.0841 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 83 | 35 | 48 | 83 | 35 | 48 |
Losing Trades | 64 | 38 | 26 | 64 | 38 | 26 |
Profitability (%) | 56.4626 | 47.9452 | 64.8649 | 56.4626 | 47.9452 | 64.8649 |
Ratio Avg Win / Avg Loss | 1.1294 | 1.6596 | 0.7089 | 0.792 | 1.0871 | 0.5872 |
Largest Winning Trade | 259670 | 259670 | 20815 | 50192 | 50192 | 17260 |
Largest Losing Trade | -48937 | -48937 | -40794 | -49207 | -49207 | -42786 |
Avg Bars in Trades | 82 | 133 | 31 | 82 | 133 | 31 |
Avg Bars in Winners | 59 | 101 | 29 | 59 | 101 | 29 |
Avg Bars in Losers | 111 | 163 | 34 | 111 | 163 | 34 |
Bars Traded | 12081 | 9752 | 2329 | 12081 | 9752 | 2329 |
Profit Streak | 5.1974 | 0 | 60.1974 | 5.1974 | 0 | 60.1974 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421758 | -62015 | -172059 | -372704 | -649849 | -373845 |
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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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