Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284111.7347 | 232330.3408 | 51781.394 | 176593.8911 | 172971.2664 | 3622.6247 |
Total P&L (%) | 284.1117 | 232.3303 | 51.7814 | 176.5939 | 172.9713 | 3.6226 |
Avg Daily Profit (%) | 0.2727 | 0.223 | 0.0497 | 0.0977 | 0.0964 | 0.0034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86784 | -91616 | -64313 | -404813 | -351460 | -276984 |
Profit Factor | 1.5665 | 1.9096 | 1.2104 | 1.1168 | 1.2062 | 1.0054 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 48.4375 | 45.3125 | 51.5625 | 48.4375 | 45.3125 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.6676 | 2.3047 | 1.137 | 1.1888 | 1.4558 | 0.9444 |
Largest Winning Trade | 207380 | 207380 | 32876 | 380384 | 380384 | 77196 |
Largest Losing Trade | -33804 | -30055 | -33804 | -169996 | -169996 | -101235 |
Avg Bars in Trades | 190 | 182 | 197 | 190 | 182 | 197 |
Avg Bars in Winners | 249 | 242 | 256 | 249 | 242 | 256 |
Avg Bars in Losers | 134 | 133 | 135 | 134 | 133 | 135 |
Bars Traded | 24344 | 11707 | 12637 | 24344 | 11707 | 12637 |
Profit Streak | 26.238 | 48.6546 | 26.238 | 26.238 | 48.6546 | 26.238 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425380 | -128847 | -266640 | -153828 | -204988 | -708741 |
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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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