Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393093.9599 | 347194.5121 | 45899.4478 | 16578.8802 | 239862.5824 | -223283.7022 |
Total P&L (%) | 393.094 | 347.1945 | 45.8994 | 16.5789 | 239.8626 | -223.2837 |
Avg Daily Profit (%) | 0.1719 | 0.1519 | 0.0201 | 0.0067 | 0.0535 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131745 | -132985 | -165749 | -426456 | -226391 | -328305 |
Profit Factor | 1.2911 | 1.5796 | 1.0611 | 1.0079 | 1.2753 | 0.8185 |
Total Trades | 387 | 194 | 193 | 387 | 194 | 193 |
Winning Trades | 179 | 85 | 94 | 179 | 85 | 94 |
Losing Trades | 208 | 109 | 99 | 208 | 109 | 99 |
Profitability (%) | 46.2532 | 43.8144 | 48.7047 | 46.2532 | 43.8144 | 48.7047 |
Ratio Avg Win / Avg Loss | 1.5003 | 2.0256 | 1.1175 | 1.1712 | 1.6354 | 0.862 |
Largest Winning Trade | 255912 | 255912 | 60717 | 308747 | 308747 | 72771 |
Largest Losing Trade | -43135 | -22133 | -43135 | -139686 | -52645 | -139686 |
Avg Bars in Trades | 34 | 26 | 42 | 34 | 26 | 42 |
Avg Bars in Winners | 46 | 35 | 56 | 46 | 35 | 56 |
Avg Bars in Losers | 24 | 20 | 29 | 24 | 20 | 29 |
Bars Traded | 13432 | 5170 | 8262 | 13432 | 5170 | 8262 |
Profit Streak | 7.985 | 11.3183 | 0 | 7.985 | 11.3183 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351454 | 326918 | -321116 | -403636 | -121431 | -580826 |
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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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