Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502176.8131 | 391433.6123 | 110743.2008 | 771665.6832 | -289210.5021 | 1060876.1853 |
Total P&L (%) | 502.1768 | 391.4336 | 110.7432 | 771.6657 | -289.2105 | 1060.8762 |
Avg Daily Profit (%) | 0.241 | 0.1879 | 0.0532 | 0.104 | 0 | 0.1178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138259 | -176371 | -25616 | -2971734 | -3576230 | -822170 |
Profit Factor | 1.6765 | 1.6262 | 1.9449 | 1.0781 | 0.9657 | 1.7329 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 201 | 104 | 97 | 201 | 104 | 97 |
Losing Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Profitability (%) | 75.2809 | 78.1955 | 72.3881 | 75.2809 | 78.1955 | 72.3881 |
Ratio Avg Win / Avg Loss | 0.5505 | 0.4535 | 0.7419 | 0.354 | 0.2693 | 0.661 |
Largest Winning Trade | 47382 | 47382 | 11699 | 508619 | 508619 | 301396 |
Largest Losing Trade | -60923 | -60923 | -23438 | -1357297 | -1357297 | -755174 |
Avg Bars in Trades | 92 | 181 | 3 | 92 | 181 | 3 |
Avg Bars in Winners | 33 | 62 | 2 | 33 | 62 | 2 |
Avg Bars in Losers | 270 | 607 | 7 | 270 | 607 | 7 |
Bars Traded | 24576 | 24092 | 484 | 24576 | 24092 | 484 |
Profit Streak | 23.5803 | 0 | 84.4969 | 23.5803 | 0 | 84.4969 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504221 | 415796 | -117071 | -184767 | -577046 | -30934 |
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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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