Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497163.1692 | 334749.6343 | 162413.5349 | 1065536.7041 | 1070352.6387 | -4815.9346 |
Total P&L (%) | 497.1632 | 334.7496 | 162.4135 | 1065.5367 | 1070.3526 | -4.8159 |
Avg Daily Profit (%) | 0.2933 | 0.1975 | 0.0958 | 0.145 | 0.1452 | -0.0029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157354 | -145190 | -77918 | -852839 | -270262 | -632725 |
Profit Factor | 1.4727 | 1.6425 | 1.306 | 1.3917 | 1.9274 | 0.9969 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 123 | 59 | 64 | 123 | 59 | 64 |
Losing Trades | 195 | 100 | 95 | 195 | 100 | 95 |
Profitability (%) | 38.6792 | 37.1069 | 40.2516 | 38.6792 | 37.1069 | 40.2516 |
Ratio Avg Win / Avg Loss | 2.3348 | 2.7839 | 1.9386 | 2.2064 | 3.2668 | 1.4798 |
Largest Winning Trade | 88859 | 88859 | 59585 | 348709 | 348709 | 340176 |
Largest Losing Trade | -28192 | -23601 | -28192 | -130519 | -119428 | -130519 |
Avg Bars in Trades | 31 | 32 | 30 | 31 | 32 | 30 |
Avg Bars in Winners | 52 | 52 | 52 | 52 | 52 | 52 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 10033 | 5140 | 4893 | 10033 | 5140 | 4893 |
Profit Streak | 9.058 | 18.8914 | 0 | 9.058 | 18.8914 | 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 | 309486 | 235202 | -67353 | 20670 | 25137 | -582624 |
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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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