Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392798.2844 | 172131.5434 | 220666.741 | 48095.6792 | -170742.3182 | 218837.9973 |
Total P&L (%) | 392.7983 | 172.1315 | 220.6667 | 48.0957 | -170.7423 | 218.838 |
Avg Daily Profit (%) | 0.2374 | 0.104 | 0.1334 | 0.0237 | 0 | 0.0701 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251070 | -165020 | -162970 | -777486 | -567096 | -356783 |
Profit Factor | 1.4355 | 1.3342 | 1.5703 | 1.0251 | 0.8533 | 1.2897 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 94 | 39 | 55 | 94 | 39 | 55 |
Losing Trades | 77 | 46 | 31 | 77 | 46 | 31 |
Profitability (%) | 54.9708 | 45.8824 | 63.9535 | 54.9708 | 45.8824 | 63.9535 |
Ratio Avg Win / Avg Loss | 1.1759 | 1.5736 | 0.8851 | 0.8397 | 1.0065 | 0.7269 |
Largest Winning Trade | 137769 | 137769 | 37257 | 191933 | 191933 | 147986 |
Largest Losing Trade | -65704 | -57311 | -65704 | -246168 | -246168 | -245194 |
Avg Bars in Trades | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Winners | 33 | 29 | 36 | 33 | 29 | 36 |
Avg Bars in Losers | 42 | 42 | 43 | 42 | 42 | 43 |
Bars Traded | 6428 | 3088 | 3340 | 6428 | 3088 | 3340 |
Profit Streak | 25.9454 | 25.9454 | 44.6954 | 25.9454 | 25.9454 | 44.6954 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426853 | -54071 | -11648 | -354285 | -580497 | -97719 |
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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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