Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332424.4121 | 289338.3266 | 43086.0854 | 134805.3018 | 258225.8447 | -123420.5429 |
Total P&L (%) | 332.4244 | 289.3383 | 43.0861 | 134.8053 | 258.2258 | -123.4205 |
Avg Daily Profit (%) | 0.3191 | 0.2778 | 0.0414 | 0.082 | 0.1226 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114670 | -83483 | -95446 | -728919 | -410948 | -499569 |
Profit Factor | 1.4102 | 1.7285 | 1.1043 | 1.0377 | 1.15 | 0.9336 |
Total Trades | 371 | 185 | 186 | 371 | 185 | 186 |
Winning Trades | 140 | 73 | 67 | 140 | 73 | 67 |
Losing Trades | 231 | 112 | 119 | 231 | 112 | 119 |
Profitability (%) | 37.7358 | 39.4595 | 36.0215 | 37.7358 | 39.4595 | 36.0215 |
Ratio Avg Win / Avg Loss | 2.3268 | 2.652 | 1.9613 | 1.7121 | 1.7644 | 1.6581 |
Largest Winning Trade | 303660 | 303660 | 34275 | 352567 | 352567 | 119241 |
Largest Losing Trade | -20489 | -13558 | -20489 | -120222 | -66729 | -120222 |
Avg Bars in Trades | 66 | 59 | 73 | 66 | 59 | 73 |
Avg Bars in Winners | 115 | 99 | 133 | 115 | 99 | 133 |
Avg Bars in Losers | 37 | 33 | 40 | 37 | 33 | 40 |
Bars Traded | 24772 | 11040 | 13732 | 24772 | 11040 | 13732 |
Profit Streak | 7.8898 | 0 | 12.0148 | 7.8898 | 0 | 12.0148 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300721 | 283540 | -248729 | -263645 | -87468 | -582394 |
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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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