Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129618.9026 | 289677.4877 | -160058.585 | -143002.8188 | -7682.2312 | -135320.5876 |
Total P&L (%) | 129.6189 | 289.6775 | -160.0586 | -143.0028 | -7.6822 | -135.3206 |
Avg Daily Profit (%) | 0.0677 | 0.1513 | -0.0836 | 0 | -0.0042 | 0 |
Buy And Hold Return (%) | 17.7517 | 17.7517 | 17.7517 | 17.7517 | 17.7517 | 17.7517 |
Max Trade Drawdown | -402953 | -66569 | -433812 | -186511 | -59164 | -176195 |
Profit Factor | 1.0965 | 1.6677 | 0.824 | 0.7305 | 0.9562 | 0.6188 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 105 | 52 | 53 | 80 | 44 | 36 |
Losing Trades | 80 | 41 | 39 | 105 | 49 | 56 |
Profitability (%) | 56.7568 | 55.914 | 57.6087 | 43.2432 | 47.3118 | 39.1304 |
Ratio Avg Win / Avg Loss | 0.8354 | 1.3149 | 0.6063 | 0.9587 | 1.0649 | 0.9626 |
Largest Winning Trade | 106966 | 106966 | 57498 | 62090 | 19188 | 62090 |
Largest Losing Trade | -148931 | -37397 | -148931 | -165050 | -42200 | -165050 |
Avg Bars in Trades | 61 | 62 | 59 | 61 | 62 | 59 |
Avg Bars in Winners | 51 | 49 | 52 | 71 | 75 | 67 |
Avg Bars in Losers | 74 | 80 | 68 | 52 | 51 | 53 |
Bars Traded | 11296 | 5836 | 5460 | 11296 | 5836 | 5460 |
Profit Streak | 15.7656 | 15.7656 | 23.4323 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -215652 | 370559 | -579554 | -582436 | -580462 | -585313 |
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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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