Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358013.8322 | 243076.9741 | 114936.8581 | 169749.4419 | 73869.3953 | 95880.0466 |
Total P&L (%) | 358.0138 | 243.077 | 114.9369 | 169.7494 | 73.8694 | 95.88 |
Avg Daily Profit (%) | 0.3483 | 0.2365 | 0.1118 | 0.0966 | 0.0538 | 0.0654 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89036 | -117200 | -75490 | -272208 | -294288 | -139769 |
Profit Factor | 1.3912 | 1.5221 | 1.2557 | 1.0983 | 1.081 | 1.1176 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Profitability (%) | 45.8564 | 41.1111 | 50.5495 | 45.8564 | 41.1111 | 50.5495 |
Ratio Avg Win / Avg Loss | 1.6427 | 2.1803 | 1.2284 | 1.2968 | 1.5485 | 1.0933 |
Largest Winning Trade | 154444 | 154444 | 31724 | 182260 | 182260 | 57409 |
Largest Losing Trade | -51615 | -31565 | -51615 | -115491 | -89484 | -115491 |
Avg Bars in Trades | 133 | 139 | 127 | 133 | 139 | 127 |
Avg Bars in Winners | 168 | 182 | 156 | 168 | 182 | 156 |
Avg Bars in Losers | 104 | 109 | 97 | 104 | 109 | 97 |
Bars Traded | 24175 | 12591 | 11584 | 24175 | 12591 | 11584 |
Profit Streak | 13.8074 | 0 | 16.224 | 13.8074 | 0 | 16.224 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380742 | 241725 | -43575 | -176487 | -255091 | -196376 |
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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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